| Software Item |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ABLAGS: RATS procedure to generate Arellano-Bond set of instruments |
0 |
0 |
1 |
90 |
1 |
2 |
8 |
375 |
| ADFAUTOSELECT: RATS procedure to select optimal lag length to be used for an ADF test |
0 |
0 |
2 |
154 |
4 |
6 |
11 |
586 |
| ADTEST: RATS procedure to perform Anderson-Darling test for normality |
0 |
0 |
0 |
68 |
1 |
1 |
9 |
388 |
| AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference |
0 |
0 |
0 |
42 |
1 |
1 |
5 |
259 |
| APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test |
0 |
0 |
1 |
151 |
8 |
12 |
25 |
606 |
| APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood |
0 |
0 |
0 |
68 |
6 |
12 |
32 |
326 |
| ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg |
0 |
0 |
0 |
30 |
2 |
2 |
7 |
141 |
| ARCHTEST: RATS procedure to test a series for ARCH effects |
0 |
1 |
1 |
135 |
2 |
3 |
10 |
372 |
| ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model |
0 |
0 |
0 |
45 |
0 |
0 |
8 |
205 |
| ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model |
0 |
0 |
0 |
19 |
1 |
2 |
9 |
105 |
| BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas |
0 |
0 |
0 |
88 |
9 |
9 |
19 |
447 |
| BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes |
1 |
2 |
6 |
609 |
4 |
7 |
23 |
1,749 |
| BAYESTST: RATS procedure to perform Bayesian Unit Root test |
0 |
0 |
0 |
54 |
3 |
4 |
8 |
228 |
| BDINDTEST: RATS procedure to perform battery of independence tests |
0 |
0 |
0 |
34 |
3 |
3 |
10 |
148 |
| BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d |
0 |
0 |
0 |
91 |
3 |
6 |
17 |
514 |
| BETAPARMS: RATS procedure to compute parameters required for beta distribution |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
59 |
| BICORRTEST: RATS procedure to compute Hinich bi-correlations test for autocorrelation |
0 |
0 |
0 |
36 |
2 |
3 |
7 |
172 |
| BJAUTOFIT: RATS procedure to implement Automated ARIMA model selection |
0 |
0 |
0 |
83 |
3 |
4 |
13 |
350 |
| BJTRANS: RATS procedure to aid in selection of preliminary transformation |
0 |
0 |
0 |
16 |
1 |
1 |
6 |
117 |
| BKFILTER: RATS procedure to implement band pass filter using Baxter-King method |
0 |
0 |
1 |
114 |
14 |
17 |
29 |
601 |
| BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition |
0 |
0 |
0 |
162 |
1 |
3 |
13 |
417 |
| BPPANELTESTS: RATS procedure to perform Breusch-Pagan (and related) tests for random effects |
0 |
0 |
0 |
31 |
5 |
5 |
12 |
230 |
| BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization |
0 |
0 |
2 |
71 |
0 |
2 |
18 |
338 |
| BRYBOSCHAN: RATS procedure to implement Bry-Boschan business cycle dating |
0 |
0 |
5 |
510 |
1 |
5 |
25 |
1,200 |
| CANCORR: RATS procedure to compute canonical correlations for two sets of series |
0 |
0 |
0 |
11 |
1 |
2 |
9 |
88 |
| CFEAT: RATS procedure to identify turning points and cyclical phases of a series |
0 |
0 |
0 |
32 |
2 |
4 |
8 |
139 |
| CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method |
0 |
0 |
2 |
100 |
12 |
33 |
131 |
542 |
| CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test |
0 |
0 |
1 |
144 |
1 |
4 |
12 |
628 |
| CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series |
0 |
0 |
1 |
171 |
4 |
12 |
25 |
679 |
| CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular |
0 |
0 |
1 |
16 |
2 |
4 |
10 |
108 |
| CONDITION: RATS procedure to implement conditional forecasting |
0 |
0 |
2 |
102 |
1 |
1 |
5 |
244 |
| CORRADO: RATS procedure to perform Corrado non-parametric event test |
0 |
0 |
0 |
55 |
3 |
4 |
8 |
195 |
| CORRINTEGRAL: RATS procedure to compute a correlation integral for a series |
0 |
0 |
0 |
14 |
0 |
2 |
7 |
58 |
| CROSSPEC: RATS procedure to compute and graph phase and coherence |
0 |
0 |
0 |
17 |
1 |
2 |
6 |
94 |
| CUMPDGM: RATS procedure to perform Durbin's Cumulated Periodogram for serial correlation |
0 |
0 |
0 |
13 |
3 |
3 |
6 |
84 |
| CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests |
0 |
0 |
1 |
215 |
3 |
4 |
28 |
759 |
| CVSTABTEST: RATS procedure to perform stability tests on a covariance matrix |
0 |
0 |
0 |
5 |
2 |
4 |
11 |
81 |
| DENTON: RATS procedure to distribute a series to a higher frequency using proportional Denton method |
0 |
0 |
0 |
24 |
2 |
2 |
7 |
127 |
| DFUNIT: RATS procedure to perform Dickey-Fuller unit root test |
0 |
0 |
3 |
364 |
4 |
4 |
17 |
1,207 |
| DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure |
0 |
0 |
2 |
182 |
2 |
4 |
17 |
646 |
| DISTRIB: RATS procedure to compute distribution from one frequency to a higher frequency |
0 |
0 |
0 |
39 |
2 |
3 |
7 |
173 |
| DIVISIA: RATS procedure to compute a Divisia index |
0 |
1 |
1 |
38 |
1 |
2 |
4 |
84 |
| DLMGLS: RATS procedure to perform GLS estimation with state-space model for errors |
0 |
0 |
1 |
20 |
3 |
4 |
9 |
139 |
| DLMIRF: RATS procedure to compute Impulse Response Function from a State-Space model |
0 |
0 |
0 |
176 |
3 |
3 |
18 |
612 |
| DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test |
0 |
1 |
2 |
236 |
12 |
17 |
33 |
814 |
| DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control |
0 |
0 |
0 |
38 |
1 |
5 |
11 |
149 |
| DURBINLEVINSON: RATS procedure to compute autoregressive representations using Durbin-Levinson recursion |
0 |
0 |
0 |
17 |
1 |
1 |
7 |
127 |
| EBA: RATS procedure to perform Extreme Bounds Analysis |
0 |
0 |
0 |
64 |
1 |
1 |
6 |
216 |
| EGTEST: RATS procedure to compute Engle-Granger test for Cointegration |
0 |
0 |
2 |
237 |
10 |
11 |
29 |
961 |
| EGTESTRESIDS: RATS procedure to compute Engle-Granger test for cointegration on 1st stage residuals |
0 |
0 |
0 |
56 |
1 |
2 |
7 |
194 |
| ELFCALC: RATS procedure to compute empirical likelihood for a set of moment conditions |
0 |
0 |
0 |
15 |
2 |
3 |
13 |
77 |
| ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect |
0 |
0 |
4 |
379 |
2 |
8 |
36 |
1,311 |
| EQNTOACF: RATS procedure to create an ACF from an ARMA equation |
0 |
0 |
1 |
24 |
5 |
5 |
13 |
95 |
| ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests |
0 |
1 |
2 |
180 |
5 |
7 |
28 |
943 |
| EXACTINVERSE: RATS procedure to compute exact (limit) inverse with "infinite" components |
0 |
0 |
0 |
51 |
1 |
1 |
6 |
120 |
| FLUX: RATS procedure to compute a general Nyblom fluctuations test |
0 |
0 |
0 |
41 |
2 |
2 |
5 |
172 |
| FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares |
0 |
0 |
1 |
88 |
14 |
17 |
20 |
349 |
| FORCEDFACTOR: RATS procedure to factor covariance matrix with specific vector column/row |
0 |
0 |
1 |
111 |
2 |
2 |
9 |
274 |
| GAIN: RATS procedure to compute and graph the gain and phase of a pair of series |
0 |
0 |
0 |
5 |
4 |
4 |
16 |
70 |
| GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution |
0 |
0 |
0 |
9 |
2 |
2 |
4 |
56 |
| GARCHFORE: RATS procedure to perform univariate GARCH forecasting |
0 |
0 |
0 |
94 |
2 |
2 |
8 |
234 |
| GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration |
0 |
0 |
0 |
25 |
4 |
4 |
11 |
136 |
| GED: RATS module to draw from Generalized Error Distribution |
0 |
0 |
0 |
594 |
2 |
5 |
10 |
2,228 |
| GLSDETREND: RATS procedure to perform local to unity GLS detrending |
0 |
0 |
0 |
55 |
2 |
14 |
62 |
511 |
| GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models) |
0 |
0 |
0 |
59 |
3 |
3 |
9 |
280 |
| GNEWBOLD: RATS procedure to perform Granger-Newbold forecast comparison test |
0 |
0 |
0 |
53 |
3 |
6 |
12 |
275 |
| GPH: RATS procedure to compute Geweke-Porter-Hudak estimate of fractional differencing |
0 |
0 |
0 |
149 |
1 |
1 |
7 |
510 |
| GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks |
0 |
1 |
4 |
608 |
5 |
13 |
36 |
1,902 |
| HADRI: RATS procedure to implement Hadri test for unit roots in panel data |
0 |
0 |
0 |
109 |
3 |
8 |
18 |
584 |
| HALTON: RATS procedure to generate Halton sequences |
0 |
0 |
0 |
12 |
2 |
3 |
7 |
122 |
| HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm |
0 |
0 |
3 |
215 |
5 |
11 |
28 |
961 |
| HILLGEV: RATS procedure to estimate tail index for a distribution using Hill's method |
0 |
0 |
1 |
20 |
2 |
2 |
11 |
95 |
| HINICHTEST: RATS procedure to perform Hinich test for linearity and Gaussianity |
0 |
0 |
0 |
108 |
4 |
4 |
8 |
300 |
| HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns |
0 |
0 |
0 |
120 |
1 |
2 |
10 |
314 |
| HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data |
0 |
2 |
4 |
190 |
1 |
7 |
31 |
825 |
| HURST: RATS procedure to compute a Hurst exponent |
0 |
1 |
1 |
109 |
2 |
5 |
13 |
280 |
| Hurst exponent estimation procedure |
0 |
0 |
1 |
2,876 |
1 |
2 |
11 |
7,664 |
| ICSS: RATS procedure to perform Inclan-Tiao test for breaks in variance |
1 |
1 |
1 |
303 |
4 |
4 |
6 |
826 |
| INTERPOL: RATS procedure to interpolate from one frequency to a higher one |
0 |
0 |
1 |
36 |
2 |
4 |
9 |
191 |
| INVGAMMAPARMS: RATS procedure to compute parameters required for inverse gamma distribution |
0 |
0 |
0 |
8 |
2 |
3 |
7 |
67 |
| IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test |
0 |
1 |
4 |
211 |
8 |
11 |
42 |
1,031 |
| JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis |
0 |
0 |
0 |
199 |
2 |
4 |
11 |
508 |
| KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test |
0 |
1 |
2 |
168 |
9 |
14 |
27 |
710 |
| KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model |
0 |
0 |
0 |
19 |
11 |
13 |
21 |
152 |
| LIML: RATS procedure to perform limited information maximum likelihood estimation |
0 |
0 |
0 |
39 |
1 |
3 |
10 |
279 |
| LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution |
0 |
0 |
1 |
28 |
1 |
2 |
10 |
185 |
| LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution |
0 |
0 |
0 |
3 |
2 |
3 |
9 |
52 |
| LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution |
0 |
0 |
0 |
16 |
1 |
2 |
8 |
117 |
| LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks |
0 |
0 |
3 |
375 |
7 |
8 |
27 |
1,141 |
| LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias |
0 |
1 |
6 |
205 |
11 |
16 |
44 |
1,179 |
| LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks |
1 |
1 |
15 |
1,062 |
10 |
15 |
66 |
2,788 |
| MAAUTOLAGS: RATS procedure to compute Information Criteria for MA models using innovations algorithm |
0 |
0 |
0 |
3 |
1 |
2 |
12 |
83 |
| MACKINNONCV: RATS procedure to compute Mackinnon's Critical values for DF and EG tests |
0 |
0 |
0 |
144 |
4 |
5 |
13 |
360 |
| MANNWHITNEY: RATS procedure to perform Mann-Whitney test for comparison of samples |
0 |
0 |
0 |
28 |
3 |
7 |
15 |
199 |
| MCFEVDTABLE: RATS procedure to organize tables of FEVD's with confidence bands |
0 |
0 |
1 |
46 |
1 |
1 |
9 |
150 |
| MCLEODLI: RATS procedure to perform a McLeod-Li test for 2nd order dependence |
0 |
0 |
0 |
78 |
2 |
3 |
4 |
503 |
| MCMCPOSTPROC: RATS procedure to calculate sample statistics from MCMC realizations |
0 |
0 |
1 |
67 |
2 |
6 |
13 |
174 |
| MCVARDODDRAWS: RATS procedure to perform Monte Carlo draws from a VAR to generate IRF's |
0 |
0 |
0 |
82 |
1 |
1 |
11 |
193 |
| MEANGROUP: RATS procedure to perform mean group estimator for panel data |
0 |
0 |
0 |
55 |
1 |
1 |
6 |
179 |
| MESA: RATS procedure to compute and graph a spectrum using Maximum Entropy Method |
0 |
0 |
1 |
20 |
1 |
1 |
4 |
70 |
| MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests |
0 |
0 |
0 |
67 |
1 |
1 |
8 |
203 |
| MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior |
0 |
0 |
1 |
27 |
4 |
4 |
7 |
139 |
| MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands |
0 |
0 |
1 |
266 |
1 |
1 |
7 |
717 |
| MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation |
0 |
0 |
0 |
84 |
1 |
1 |
4 |
179 |
| MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures |
0 |
0 |
0 |
104 |
1 |
1 |
4 |
335 |
| MSSETUP: RATS procedure to perform Markov switching general support procedures |
0 |
0 |
1 |
133 |
1 |
1 |
5 |
247 |
| MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures |
0 |
0 |
1 |
131 |
2 |
2 |
4 |
268 |
| MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures |
0 |
0 |
0 |
405 |
1 |
1 |
7 |
814 |
| MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis |
0 |
0 |
2 |
113 |
9 |
15 |
41 |
498 |
| MVARCHTEST: RATS procedure to perform Multivariate test for ARCH |
0 |
0 |
2 |
127 |
3 |
3 |
11 |
330 |
| MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's |
0 |
0 |
1 |
80 |
1 |
1 |
7 |
270 |
| MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting |
0 |
0 |
3 |
211 |
4 |
6 |
15 |
470 |
| MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix |
0 |
0 |
1 |
40 |
3 |
3 |
6 |
174 |
| MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test |
0 |
0 |
2 |
79 |
3 |
4 |
18 |
455 |
| MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic |
0 |
0 |
0 |
125 |
1 |
1 |
8 |
390 |
| NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates |
0 |
0 |
1 |
87 |
2 |
5 |
8 |
240 |
| OLSHODRICK: RATS procedure to compute Hodrick standard errors |
0 |
0 |
2 |
207 |
6 |
10 |
28 |
671 |
| PANELDOLS: RATS procedure to perform panel data group mean DOLS |
1 |
2 |
3 |
260 |
5 |
10 |
22 |
807 |
| PANELFM: RATS procedure to perform panel data group mean FMOLS |
1 |
1 |
5 |
493 |
6 |
8 |
23 |
1,830 |
| PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model |
0 |
0 |
3 |
156 |
4 |
7 |
23 |
505 |
| PERRONBREAKS: RATS procedure to compute various unit root tests with breaks |
0 |
0 |
0 |
57 |
2 |
4 |
11 |
187 |
| PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests |
0 |
0 |
1 |
77 |
1 |
2 |
6 |
283 |
| PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date |
0 |
0 |
2 |
124 |
1 |
3 |
14 |
450 |
| PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series |
0 |
0 |
1 |
22 |
3 |
3 |
9 |
115 |
| PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions |
0 |
0 |
0 |
9 |
2 |
2 |
10 |
91 |
| PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test |
1 |
1 |
3 |
285 |
15 |
21 |
41 |
1,198 |
| PRINFACTORS: RATS procedure to perform principal components-based factor analysis |
0 |
0 |
0 |
127 |
3 |
3 |
15 |
290 |
| PRJCONDITIONAL: RATS procedure to compute predicted probabilities for conditional logit model |
0 |
0 |
0 |
32 |
3 |
3 |
5 |
108 |
| PRJMULTINOMIAL: RATS procedure to compute predicted probabilities for multinomial logit model |
0 |
0 |
0 |
47 |
2 |
2 |
5 |
151 |
| QUARTIMAX: RATS procedure to perform factor rotation using quartimax criterion |
0 |
0 |
0 |
11 |
2 |
3 |
8 |
112 |
| RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
20 |
| RATS program to calculate optimal portfolios |
0 |
0 |
1 |
61 |
3 |
3 |
10 |
155 |
| RATS program to demonstate robust estimation techniques in a linear model |
0 |
0 |
2 |
9 |
1 |
1 |
7 |
71 |
| RATS program to demonstrate Arellano-Bond estimator for dynamic panel model |
0 |
0 |
1 |
103 |
2 |
3 |
5 |
310 |
| RATS program to demonstrate Bayesian VAR estimation |
0 |
1 |
6 |
495 |
3 |
6 |
17 |
888 |
| RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
82 |
| RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR |
0 |
0 |
4 |
169 |
3 |
5 |
15 |
367 |
| RATS program to demonstrate Gibbs sampling with GARCH model |
0 |
0 |
2 |
13 |
1 |
2 |
6 |
64 |
| RATS program to demonstrate Gibbs sampling with a linear regression |
0 |
0 |
1 |
16 |
2 |
2 |
6 |
68 |
| RATS program to demonstrate Hannan efficient estimation |
0 |
0 |
0 |
4 |
2 |
2 |
5 |
37 |
| RATS program to demonstrate Inclan-Tiao test for breaks in variance |
0 |
0 |
1 |
43 |
1 |
2 |
7 |
124 |
| RATS program to demonstrate Markov Switching ARCH |
0 |
0 |
1 |
58 |
0 |
2 |
7 |
139 |
| RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable |
0 |
0 |
0 |
109 |
3 |
3 |
5 |
266 |
| RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR |
0 |
0 |
1 |
73 |
0 |
1 |
6 |
247 |
| RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR |
1 |
1 |
2 |
31 |
2 |
2 |
3 |
88 |
| RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs |
0 |
0 |
0 |
53 |
1 |
1 |
5 |
109 |
| RATS program to demonstrate Shiller smoothness prior for distributed lag |
0 |
0 |
2 |
5 |
0 |
1 |
10 |
43 |
| RATS program to demonstrate Swamy GLS matrix weighted estimator |
0 |
0 |
0 |
7 |
5 |
6 |
13 |
66 |
| RATS program to demonstrate block causality tests in a VAR |
0 |
0 |
1 |
49 |
2 |
2 |
8 |
147 |
| RATS program to demonstrate bootstrapping applied to Granger causality test |
0 |
0 |
1 |
178 |
3 |
3 |
5 |
370 |
| RATS program to demonstrate bootstrapping spectral density estimates |
0 |
0 |
1 |
12 |
1 |
1 |
5 |
73 |
| RATS program to demonstrate bootstrapping with a GARCH model |
0 |
0 |
1 |
25 |
2 |
2 |
9 |
93 |
| RATS program to demonstrate bootstrapping with a VAR |
0 |
1 |
3 |
131 |
1 |
2 |
6 |
266 |
| RATS program to demonstrate bootstrapping with a VECM |
0 |
0 |
1 |
143 |
2 |
2 |
6 |
352 |
| RATS program to demonstrate bootstrapping with an ARMA model |
0 |
0 |
1 |
41 |
4 |
5 |
13 |
161 |
| RATS program to demonstrate bootstrapping with cointegration |
0 |
0 |
2 |
72 |
0 |
2 |
11 |
220 |
| RATS program to demonstrate conditional forecasting with a VAR |
0 |
0 |
2 |
93 |
2 |
3 |
10 |
244 |
| RATS program to demonstrate contour graph |
0 |
0 |
2 |
10 |
4 |
4 |
9 |
54 |
| RATS program to demonstrate estimation of a stochastic volatility model |
0 |
0 |
1 |
88 |
1 |
2 |
5 |
181 |
| RATS program to demonstrate estimation of structural VAR's |
0 |
0 |
2 |
303 |
1 |
1 |
5 |
539 |
| RATS program to demonstrate forecasting using spectral techniques |
0 |
0 |
1 |
18 |
2 |
2 |
7 |
57 |
| RATS program to demonstrate frequency domain deseasonalization |
0 |
0 |
0 |
29 |
1 |
1 |
6 |
97 |
| RATS program to demonstrate importance sampling with GARCH model |
0 |
0 |
3 |
31 |
3 |
3 |
12 |
91 |
| RATS program to demonstrate lag length selection techniques in a VAR |
0 |
0 |
0 |
104 |
2 |
2 |
2 |
273 |
| RATS program to demonstrate multivariate GARCH models |
0 |
0 |
2 |
496 |
1 |
1 |
6 |
925 |
| RATS program to demonstrate multivariate GARCH using 2-stage DCC |
0 |
0 |
3 |
335 |
1 |
3 |
10 |
656 |
| RATS program to demonstrate non-parametric regression |
0 |
0 |
1 |
42 |
1 |
1 |
3 |
99 |
| RATS program to demonstrate quadratic programming |
0 |
0 |
2 |
12 |
1 |
2 |
10 |
58 |
| RATS program to demonstrate time-varying coefficient estimation in a VAR |
0 |
0 |
1 |
272 |
3 |
3 |
11 |
540 |
| RATS program to demonstrate univariate GARCH estimation |
0 |
0 |
2 |
69 |
5 |
6 |
12 |
146 |
| RATS program to demonstrate use of neural networks |
0 |
0 |
1 |
77 |
1 |
2 |
7 |
198 |
| RATS program to demonstrate various stability tests |
1 |
1 |
2 |
23 |
2 |
2 |
8 |
71 |
| RATS program to estimate DSGE model |
0 |
0 |
1 |
294 |
5 |
8 |
21 |
589 |
| RATS program to estimate Hamilton switching model |
0 |
0 |
1 |
38 |
2 |
2 |
4 |
116 |
| RATS program to estimate a linear regression using an adaptive kernel estimator |
0 |
0 |
0 |
28 |
3 |
4 |
12 |
127 |
| RATS program to estimate a model with fractional differencing |
0 |
0 |
1 |
76 |
1 |
1 |
6 |
150 |
| RATS program to estimate observable index model from Sargent-Sims(1977) |
0 |
0 |
4 |
46 |
1 |
2 |
16 |
715 |
| RATS program to estimate probit model with random effects |
0 |
0 |
0 |
18 |
2 |
2 |
5 |
104 |
| RATS program to estimate term structure using non-linear methods |
0 |
0 |
0 |
17 |
2 |
2 |
4 |
49 |
| RATS program to estimate term structure with cubic splines |
0 |
0 |
3 |
70 |
2 |
3 |
15 |
244 |
| RATS program to solve Cass-Koopmans growth model |
0 |
0 |
1 |
16 |
1 |
1 |
6 |
72 |
| RATS program to solve Erceg-Henderson-Levin model |
0 |
0 |
1 |
51 |
2 |
10 |
17 |
272 |
| RATS program to solve Lubik-Schorfheide JME 2007 DSGE model |
0 |
1 |
2 |
171 |
1 |
3 |
22 |
439 |
| RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model |
0 |
0 |
2 |
357 |
11 |
32 |
72 |
1,024 |
| RATS programs to estimate multivariate stochastic volatility models |
0 |
0 |
2 |
218 |
12 |
12 |
21 |
529 |
| RATS programs to estimate structural VAR-GARCH-M model |
0 |
1 |
3 |
705 |
2 |
22 |
49 |
1,649 |
| RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009 |
0 |
1 |
4 |
116 |
2 |
7 |
23 |
381 |
| RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results |
0 |
0 |
1 |
181 |
13 |
15 |
35 |
538 |
| RATS programs to replicate Balke-Fomby threshold cointegration |
0 |
0 |
3 |
283 |
8 |
9 |
20 |
659 |
| RATS programs to replicate Bernanke and Mihov QJE 1998 |
1 |
1 |
5 |
218 |
7 |
9 |
20 |
564 |
| RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper |
0 |
0 |
5 |
952 |
9 |
24 |
43 |
2,102 |
| RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions |
0 |
0 |
2 |
387 |
2 |
3 |
9 |
871 |
| RATS programs to replicate Blanchard and Quah AER 1989 |
0 |
0 |
5 |
521 |
5 |
8 |
26 |
1,165 |
| RATS programs to replicate Burnside's JBES 1994 paper on asset pricing |
0 |
0 |
0 |
20 |
3 |
4 |
10 |
128 |
| RATS programs to replicate CKLS(1992) estimation of interest rate models |
0 |
0 |
2 |
97 |
7 |
8 |
16 |
317 |
| RATS programs to replicate Campbell and Ammer's JOF 1993 paper |
0 |
0 |
0 |
128 |
2 |
5 |
15 |
369 |
| RATS programs to replicate Den Haan JME(2000) correlation of comovements |
0 |
0 |
0 |
58 |
1 |
3 |
8 |
195 |
| RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control |
0 |
0 |
0 |
44 |
0 |
1 |
5 |
138 |
| RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations |
0 |
2 |
4 |
517 |
2 |
8 |
24 |
1,367 |
| RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model |
0 |
2 |
6 |
293 |
4 |
8 |
21 |
674 |
| RATS programs to replicate Dueker(1997) Markov switching GARCH models |
0 |
0 |
2 |
209 |
0 |
3 |
11 |
532 |
| RATS programs to replicate Dueker(2005) JBES dynamic probit model |
0 |
0 |
0 |
187 |
2 |
6 |
14 |
452 |
| RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration |
0 |
0 |
7 |
302 |
5 |
8 |
31 |
656 |
| RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots |
0 |
0 |
2 |
137 |
6 |
8 |
21 |
383 |
| RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results |
0 |
0 |
1 |
66 |
2 |
5 |
11 |
250 |
| RATS programs to replicate Faust and Leeper JBES 1997 paper |
0 |
0 |
0 |
32 |
9 |
9 |
13 |
188 |
| RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching |
0 |
0 |
2 |
234 |
1 |
4 |
24 |
535 |
| RATS programs to replicate Gali's AEA 1999 VAR results |
1 |
3 |
14 |
438 |
5 |
9 |
45 |
979 |
| RATS programs to replicate Gali's QJE 1992 results |
0 |
0 |
3 |
146 |
3 |
4 |
14 |
366 |
| RATS programs to replicate Gonzalo and Granger JBES 1995 paper |
0 |
0 |
1 |
152 |
1 |
3 |
16 |
397 |
| RATS programs to replicate Gray's 1996 Regime Switching GARCH paper |
2 |
2 |
2 |
236 |
3 |
4 |
11 |
654 |
| RATS programs to replicate Hansen's GARCH models with time-varying t-densities |
0 |
0 |
1 |
81 |
9 |
11 |
19 |
301 |
| RATS programs to replicate Hansen's example of threshold break in panel data |
0 |
0 |
2 |
208 |
3 |
5 |
18 |
646 |
| RATS programs to replicate Hansen's examples of Andrews-Ploberger test |
0 |
0 |
1 |
30 |
3 |
7 |
18 |
139 |
| RATS programs to replicate Hansen's threshold estimation and testing results |
0 |
0 |
0 |
156 |
14 |
18 |
25 |
478 |
| RATS programs to replicate Hansen/Seo paper on threshold cointegration |
0 |
1 |
1 |
272 |
4 |
10 |
20 |
758 |
| RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model |
0 |
0 |
4 |
110 |
1 |
2 |
14 |
284 |
| RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility |
0 |
0 |
1 |
120 |
8 |
11 |
17 |
445 |
| RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results |
0 |
0 |
1 |
130 |
13 |
16 |
25 |
393 |
| RATS programs to replicate Krolzig MS-VAR's for six country models |
0 |
0 |
0 |
440 |
2 |
2 |
10 |
956 |
| RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts |
0 |
0 |
0 |
102 |
2 |
3 |
8 |
297 |
| RATS programs to replicate Mark-Sul(2003) panel DOLS |
0 |
1 |
2 |
119 |
0 |
2 |
7 |
342 |
| RATS programs to replicate Michael-Nobay-Peel ESTAR models |
0 |
0 |
1 |
161 |
4 |
4 |
14 |
498 |
| RATS programs to replicate Morley-Nelson-Zivot state space decomposition |
0 |
0 |
1 |
71 |
1 |
2 |
7 |
295 |
| RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR |
0 |
0 |
10 |
392 |
9 |
25 |
56 |
847 |
| RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients |
0 |
0 |
1 |
149 |
4 |
5 |
9 |
341 |
| RATS programs to replicate Papell and Prodan one and two break unit root tests |
0 |
0 |
2 |
69 |
3 |
3 |
8 |
226 |
| RATS programs to replicate Pedroni PPP tests on panel data |
0 |
2 |
3 |
336 |
6 |
12 |
26 |
865 |
| RATS programs to replicate Perron-Wada state space model |
0 |
0 |
1 |
123 |
0 |
0 |
12 |
349 |
| RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data |
0 |
0 |
4 |
242 |
2 |
3 |
14 |
557 |
| RATS programs to replicate Quah and Vahey core inflation estimation |
0 |
0 |
1 |
85 |
3 |
4 |
20 |
235 |
| RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses" |
0 |
0 |
2 |
146 |
2 |
3 |
15 |
469 |
| RATS programs to replicate Sinclair(2009) bivariate state-space model |
0 |
0 |
2 |
70 |
1 |
1 |
13 |
210 |
| RATS programs to replicate Terasvirta's 1994 STAR model results |
0 |
1 |
2 |
208 |
0 |
1 |
6 |
433 |
| RATS programs to replicate Tsay(1998)'s multivariate threshold results |
0 |
0 |
3 |
246 |
1 |
4 |
12 |
521 |
| RATS programs to replicate Tse's constant correlation GARCH test results |
0 |
0 |
1 |
100 |
2 |
3 |
15 |
345 |
| RATS programs to replicate Uhlig's VAR identification technique |
0 |
0 |
2 |
417 |
10 |
14 |
30 |
916 |
| RATS programs to replicate Willinger, Taqqu, Teverovsky(1999) |
0 |
1 |
1 |
28 |
3 |
5 |
16 |
128 |
| RATS programs to replicate Wright's Alternative Variance Ratio test results |
0 |
0 |
2 |
79 |
2 |
5 |
12 |
317 |
| RATS programs to replicate examples of Bai-Perron procedure |
1 |
2 |
5 |
186 |
5 |
9 |
22 |
666 |
| RATS programs to replicate results from Gregory and Hansen(1996) JOE article |
0 |
0 |
2 |
64 |
1 |
4 |
11 |
263 |
| RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap |
0 |
0 |
1 |
83 |
4 |
5 |
15 |
368 |
| REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson |
0 |
0 |
0 |
18 |
2 |
2 |
3 |
87 |
| REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values |
0 |
0 |
0 |
121 |
2 |
4 |
19 |
602 |
| REGPCSE: RATS procedure to compute panel-corrected standard error calculation |
0 |
0 |
0 |
24 |
3 |
4 |
10 |
111 |
| REGRESET: RATS procedure to perform Ramsey RESET test on regression |
0 |
0 |
1 |
240 |
4 |
4 |
33 |
1,816 |
| REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis |
0 |
0 |
0 |
47 |
3 |
3 |
10 |
267 |
| REGWHITENNTEST: RATS procedure to perform White neural network test on regression |
0 |
0 |
1 |
40 |
1 |
3 |
11 |
203 |
| REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression |
0 |
0 |
1 |
80 |
4 |
6 |
13 |
263 |
| REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression |
0 |
0 |
0 |
57 |
2 |
3 |
16 |
330 |
| RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods |
0 |
0 |
0 |
26 |
2 |
2 |
7 |
139 |
| ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series |
0 |
1 |
1 |
44 |
2 |
3 |
7 |
190 |
| ROLLREG: RATS procedure to compute rolling regressions for least squares |
0 |
0 |
0 |
110 |
1 |
2 |
7 |
274 |
| RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals |
0 |
0 |
0 |
92 |
1 |
3 |
5 |
399 |
| RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified) |
0 |
0 |
0 |
60 |
2 |
3 |
14 |
318 |
| RUNTEST: RATS procedure to compute a run test for a two-state series |
0 |
0 |
1 |
8 |
3 |
3 |
8 |
46 |
| SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions |
0 |
0 |
0 |
80 |
2 |
2 |
6 |
219 |
| SPECFORE: RATS procedure to compute forecasts using spectral techniques |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
43 |
| SPECTRUM: RATS procedure to compute/graph spectral density |
0 |
0 |
0 |
18 |
3 |
4 |
10 |
71 |
| SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model |
0 |
0 |
0 |
9 |
2 |
2 |
5 |
61 |
| STABTEST: RATS procedure to perform Hansen's stability test for OLS |
0 |
0 |
0 |
134 |
1 |
3 |
13 |
561 |
| STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model |
0 |
0 |
0 |
24 |
0 |
0 |
5 |
86 |
| STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR |
0 |
1 |
1 |
202 |
1 |
3 |
12 |
523 |
| STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model |
0 |
0 |
0 |
12 |
2 |
2 |
8 |
139 |
| STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests |
0 |
0 |
0 |
34 |
1 |
1 |
5 |
204 |
| STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals |
0 |
0 |
0 |
42 |
1 |
3 |
10 |
176 |
| SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model |
0 |
0 |
0 |
69 |
3 |
3 |
11 |
148 |
| SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set |
0 |
0 |
1 |
53 |
6 |
7 |
21 |
270 |
| SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS |
0 |
0 |
0 |
125 |
8 |
17 |
29 |
523 |
| SWTRENDS: RATS procedure to test cointegration rank using common trends analysis |
0 |
0 |
2 |
53 |
1 |
1 |
56 |
193 |
| TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect |
0 |
0 |
3 |
382 |
9 |
11 |
28 |
1,106 |
| THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break |
0 |
1 |
3 |
176 |
4 |
6 |
26 |
478 |
| TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities |
0 |
0 |
0 |
108 |
1 |
2 |
8 |
373 |
| TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR) |
0 |
0 |
2 |
168 |
3 |
6 |
18 |
438 |
| TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model |
0 |
0 |
1 |
138 |
0 |
3 |
9 |
451 |
| UFOREERRORS: RATS procedure to compute forecast errors for a univariate model |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
133 |
| UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks |
0 |
0 |
3 |
252 |
5 |
6 |
24 |
531 |
| UNIFORMPARMS: RATS procedure to compute required parameters for uniform distribution |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
51 |
| UNIQUEVALUES: RATS procedure to extract unique values from a series |
0 |
0 |
0 |
47 |
3 |
3 |
9 |
92 |
| Unit Roots, Cointegration, VAR estimation and more |
2 |
2 |
3 |
2,742 |
6 |
7 |
21 |
5,016 |
| VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR |
0 |
0 |
1 |
49 |
3 |
4 |
7 |
142 |
| VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR |
0 |
0 |
0 |
36 |
2 |
2 |
9 |
192 |
| VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR |
0 |
0 |
0 |
12 |
0 |
4 |
5 |
79 |
| VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR |
0 |
0 |
0 |
21 |
1 |
2 |
5 |
93 |
| VARIMAX: RATS procedure to perform factor rotation using varimax criterion |
0 |
0 |
0 |
12 |
1 |
3 |
13 |
115 |
| VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR |
0 |
0 |
0 |
198 |
1 |
2 |
8 |
465 |
| VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method |
0 |
0 |
0 |
33 |
3 |
3 |
6 |
160 |
| VARLAGSELECT: RATS procedure to select lag length for a VAR model |
0 |
0 |
1 |
224 |
4 |
4 |
17 |
593 |
| VARMADLM: RATS procedure to analyze a VARMA using state-space techniques |
0 |
0 |
1 |
57 |
1 |
1 |
4 |
176 |
| VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression |
0 |
0 |
0 |
26 |
1 |
1 |
6 |
102 |
| VRATIO: RATS procedure to implement variance ratio unit root test procedure |
0 |
0 |
0 |
65 |
11 |
15 |
25 |
346 |
| ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test |
1 |
3 |
8 |
684 |
10 |
24 |
54 |
2,220 |
| Total Software Items |
16 |
52 |
380 |
42,879 |
898 |
1,436 |
4,227 |
128,929 |
LogEc is hosted by the
Örebro University School of Business.