Software Item |
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Last month |
3 months |
12 months |
Total |

ABLAGS: RATS procedure to generate Arellano-Bond set of instruments |
0 |
0 |
3 |
89 |
1 |
2 |
11 |
355 |

ADFAUTOSELECT: RATS procedure to select optimal lag length to be used for an ADF test |
0 |
0 |
2 |
140 |
1 |
4 |
10 |
547 |

ADTEST: RATS procedure to perform Anderson-Darling test for normality |
0 |
0 |
2 |
66 |
0 |
3 |
10 |
369 |

AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference |
0 |
0 |
1 |
42 |
0 |
0 |
3 |
246 |

APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test |
1 |
1 |
2 |
147 |
3 |
4 |
10 |
556 |

APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood |
0 |
0 |
1 |
68 |
0 |
0 |
1 |
288 |

ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg |
0 |
0 |
3 |
30 |
0 |
0 |
5 |
130 |

ARCHTEST: RATS procedure to test a series for ARCH effects |
1 |
1 |
6 |
132 |
1 |
1 |
6 |
358 |

ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model |
0 |
0 |
0 |
44 |
0 |
1 |
7 |
193 |

ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
90 |

BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas |
0 |
0 |
0 |
87 |
0 |
0 |
5 |
421 |

BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes |
1 |
5 |
14 |
584 |
6 |
17 |
53 |
1,668 |

BAYESTST: RATS procedure to perform Bayesian Unit Root test |
0 |
0 |
0 |
53 |
0 |
1 |
2 |
215 |

BDINDTEST: RATS procedure to perform battery of independence tests |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
132 |

BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d |
0 |
0 |
1 |
89 |
2 |
8 |
38 |
482 |

BETAPARMS: RATS procedure to compute parameters required for beta distribution |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
55 |

BICORRTEST: RATS procedure to compute Hinich bi-correlations test for autocorrelation |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
159 |

BJAUTOFIT: RATS procedure to implement Automated ARIMA model selection |
0 |
0 |
2 |
81 |
1 |
2 |
8 |
332 |

BJTRANS: RATS procedure to aid in selection of preliminary transformation |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
108 |

BKFILTER: RATS procedure to implement band pass filter using Baxter-King method |
0 |
0 |
2 |
109 |
1 |
3 |
15 |
542 |

BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition |
0 |
1 |
4 |
158 |
1 |
3 |
9 |
397 |

BPPANELTESTS: RATS procedure to perform Breusch-Pagan (and related) tests for random effects |
0 |
0 |
0 |
31 |
3 |
6 |
18 |
209 |

BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization |
0 |
1 |
4 |
67 |
0 |
1 |
6 |
312 |

BRYBOSCHAN: RATS procedure to implement Bry-Boschan business cycle dating |
0 |
0 |
5 |
487 |
1 |
3 |
14 |
1,135 |

CANCORR: RATS procedure to compute canonical correlations for two sets of series |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
77 |

CFEAT: RATS procedure to identify turning points and cyclical phases of a series |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
130 |

CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method |
2 |
2 |
4 |
87 |
4 |
5 |
10 |
390 |

CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test |
0 |
1 |
1 |
137 |
1 |
4 |
9 |
602 |

CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series |
0 |
0 |
1 |
167 |
0 |
3 |
13 |
636 |

CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
93 |

CONDITION: RATS procedure to implement conditional forecasting |
0 |
0 |
0 |
97 |
0 |
0 |
5 |
226 |

CORRADO: RATS procedure to perform Corrado non-parametric event test |
0 |
0 |
1 |
51 |
2 |
3 |
6 |
179 |

CORRINTEGRAL: RATS procedure to compute a correlation integral for a series |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
50 |

CROSSPEC: RATS procedure to compute and graph phase and coherence |
0 |
1 |
1 |
16 |
0 |
1 |
1 |
86 |

CUMPDGM: RATS procedure to perform Durbin's Cumulated Periodogram for serial correlation |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
76 |

CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests |
0 |
0 |
2 |
207 |
2 |
3 |
11 |
709 |

CVSTABTEST: RATS procedure to perform stability tests on a covariance matrix |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
67 |

DENTON: RATS procedure to distribute a series to a higher frequency using proportional Denton method |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
117 |

DFUNIT: RATS procedure to perform Dickey-Fuller unit root test |
2 |
2 |
3 |
354 |
4 |
5 |
12 |
1,164 |

DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure |
1 |
1 |
7 |
170 |
1 |
5 |
16 |
596 |

DISTRIB: RATS procedure to compute distribution from one frequency to a higher frequency |
0 |
0 |
1 |
38 |
0 |
0 |
1 |
164 |

DIVISIA: RATS procedure to compute a Divisia index |
0 |
2 |
2 |
35 |
0 |
3 |
4 |
78 |

DLMGLS: RATS procedure to perform GLS estimation with state-space model for errors |
0 |
1 |
1 |
19 |
0 |
1 |
1 |
121 |

DLMIRF: RATS procedure to compute Impulse Response Function from a State-Space model |
0 |
0 |
1 |
171 |
0 |
1 |
3 |
581 |

DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test |
1 |
2 |
14 |
221 |
2 |
5 |
32 |
740 |

DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control |
1 |
1 |
1 |
36 |
1 |
1 |
2 |
126 |

DURBINLEVINSON: RATS procedure to compute autoregressive representations using Durbin-Levinson recursion |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
117 |

EBA: RATS procedure to perform Extreme Bounds Analysis |
0 |
0 |
1 |
62 |
0 |
0 |
1 |
201 |

EGTEST: RATS procedure to compute Engle-Granger test for Cointegration |
1 |
1 |
2 |
231 |
4 |
7 |
16 |
914 |

EGTESTRESIDS: RATS procedure to compute Engle-Granger test for cointegration on 1st stage residuals |
1 |
1 |
1 |
54 |
1 |
1 |
2 |
182 |

ELFCALC: RATS procedure to compute empirical likelihood for a set of moment conditions |
0 |
1 |
1 |
15 |
1 |
2 |
3 |
63 |

ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect |
0 |
0 |
3 |
368 |
3 |
4 |
19 |
1,249 |

EQNTOACF: RATS procedure to create an ACF from an ARMA equation |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
79 |

ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests |
0 |
0 |
0 |
175 |
3 |
3 |
13 |
896 |

EXACTINVERSE: RATS procedure to compute exact (limit) inverse with "infinite" components |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
114 |

FLUX: RATS procedure to compute a general Nyblom fluctuations test |
0 |
1 |
3 |
38 |
0 |
2 |
7 |
159 |

FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares |
0 |
0 |
1 |
87 |
0 |
0 |
1 |
324 |

FORCEDFACTOR: RATS procedure to factor covariance matrix with specific vector column/row |
0 |
0 |
1 |
104 |
0 |
0 |
2 |
250 |

GAIN: RATS procedure to compute and graph the gain and phase of a pair of series |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
51 |

GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
52 |

GARCHFORE: RATS procedure to perform univariate GARCH forecasting |
0 |
1 |
2 |
92 |
0 |
1 |
2 |
222 |

GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
124 |

GED: RATS module to draw from Generalized Error Distribution |
0 |
1 |
1 |
589 |
0 |
2 |
3 |
2,207 |

GLSDETREND: RATS procedure to perform local to unity GLS detrending |
0 |
0 |
0 |
53 |
3 |
5 |
7 |
437 |

GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models) |
0 |
0 |
1 |
56 |
1 |
2 |
7 |
258 |

GNEWBOLD: RATS procedure to perform Granger-Newbold forecast comparison test |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
257 |

GPH: RATS procedure to compute Geweke-Porter-Hudak estimate of fractional differencing |
0 |
0 |
1 |
146 |
0 |
0 |
3 |
495 |

GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks |
1 |
1 |
9 |
594 |
2 |
4 |
30 |
1,828 |

HADRI: RATS procedure to implement Hadri test for unit roots in panel data |
1 |
1 |
3 |
105 |
1 |
1 |
14 |
555 |

HALTON: RATS procedure to generate Halton sequences |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
112 |

HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm |
2 |
4 |
14 |
197 |
11 |
24 |
58 |
849 |

HILLGEV: RATS procedure to estimate tail index for a distribution using Hill's method |
0 |
0 |
0 |
18 |
1 |
2 |
3 |
81 |

HINICHTEST: RATS procedure to perform Hinich test for linearity and Gaussianity |
0 |
1 |
3 |
105 |
2 |
3 |
10 |
283 |

HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns |
0 |
1 |
2 |
117 |
0 |
1 |
5 |
293 |

HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data |
2 |
5 |
7 |
160 |
9 |
21 |
52 |
714 |

HURST: RATS procedure to compute a Hurst exponent |
0 |
0 |
0 |
102 |
1 |
1 |
4 |
254 |

Hurst exponent estimation procedure |
0 |
1 |
3 |
2,871 |
0 |
2 |
10 |
7,641 |

ICSS: RATS procedure to perform Inclan-Tiao test for breaks in variance |
0 |
0 |
8 |
299 |
2 |
3 |
30 |
807 |

INTERPOL: RATS procedure to interpolate from one frequency to a higher one |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
172 |

INVGAMMAPARMS: RATS procedure to compute parameters required for inverse gamma distribution |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
60 |

IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test |
0 |
1 |
7 |
197 |
1 |
2 |
17 |
954 |

JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis |
0 |
0 |
1 |
199 |
0 |
1 |
8 |
493 |

KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test |
0 |
0 |
3 |
165 |
0 |
1 |
6 |
663 |

KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
131 |

LIML: RATS procedure to perform limited information maximum likelihood estimation |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
269 |

LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
169 |

LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution |
0 |
1 |
1 |
3 |
0 |
1 |
1 |
41 |

LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution |
0 |
0 |
0 |
16 |
0 |
2 |
2 |
109 |

LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks |
1 |
6 |
15 |
354 |
4 |
13 |
36 |
1,051 |

LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias |
2 |
4 |
16 |
188 |
8 |
16 |
96 |
1,072 |

LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks |
3 |
10 |
26 |
1,012 |
7 |
19 |
52 |
2,614 |

MAAUTOLAGS: RATS procedure to compute Information Criteria for MA models using innovations algorithm |
0 |
0 |
1 |
3 |
2 |
2 |
3 |
69 |

MACKINNONCV: RATS procedure to compute Mackinnon's Critical values for DF and EG tests |
1 |
1 |
2 |
142 |
1 |
1 |
5 |
344 |

MANNWHITNEY: RATS procedure to perform Mann-Whitney test for comparison of samples |
0 |
0 |
1 |
27 |
2 |
3 |
6 |
174 |

MCFEVDTABLE: RATS procedure to organize tables of FEVD's with confidence bands |
0 |
1 |
4 |
42 |
0 |
1 |
4 |
137 |

MCLEODLI: RATS procedure to perform a McLeod-Li test for 2nd order dependence |
1 |
1 |
3 |
77 |
2 |
5 |
33 |
472 |

MCMCPOSTPROC: RATS procedure to calculate sample statistics from MCMC realizations |
0 |
0 |
2 |
65 |
1 |
1 |
6 |
158 |

MCVARDODDRAWS: RATS procedure to perform Monte Carlo draws from a VAR to generate IRF's |
0 |
0 |
2 |
80 |
0 |
0 |
6 |
177 |

MEANGROUP: RATS procedure to perform mean group estimator for panel data |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
167 |

MESA: RATS procedure to compute and graph a spectrum using Maximum Entropy Method |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
64 |

MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
192 |

MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
127 |

MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands |
1 |
4 |
10 |
256 |
1 |
4 |
14 |
695 |

MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation |
0 |
1 |
1 |
83 |
0 |
1 |
1 |
171 |

MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures |
0 |
0 |
1 |
101 |
0 |
0 |
2 |
320 |

MSSETUP: RATS procedure to perform Markov switching general support procedures |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
238 |

MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures |
0 |
1 |
2 |
128 |
0 |
1 |
2 |
260 |

MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures |
1 |
2 |
14 |
390 |
1 |
6 |
24 |
771 |

MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis |
0 |
0 |
1 |
110 |
0 |
0 |
2 |
448 |

MVARCHTEST: RATS procedure to perform Multivariate test for ARCH |
0 |
0 |
4 |
121 |
0 |
1 |
8 |
314 |

MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's |
0 |
0 |
1 |
77 |
0 |
1 |
3 |
255 |

MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting |
0 |
0 |
5 |
204 |
1 |
2 |
12 |
445 |

MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
166 |

MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test |
0 |
0 |
1 |
74 |
1 |
3 |
7 |
425 |

MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic |
0 |
0 |
1 |
124 |
0 |
0 |
4 |
374 |

NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates |
1 |
1 |
2 |
86 |
1 |
1 |
4 |
229 |

OLSHODRICK: RATS procedure to compute Hodrick standard errors |
0 |
2 |
7 |
191 |
1 |
8 |
19 |
595 |

PANELDOLS: RATS procedure to perform panel data group mean DOLS |
0 |
1 |
5 |
254 |
0 |
2 |
12 |
772 |

PANELFM: RATS procedure to perform panel data group mean FMOLS |
0 |
3 |
9 |
482 |
2 |
17 |
53 |
1,766 |

PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model |
0 |
0 |
1 |
152 |
0 |
0 |
4 |
478 |

PERRONBREAKS: RATS procedure to compute various unit root tests with breaks |
0 |
0 |
3 |
55 |
0 |
0 |
3 |
174 |

PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
275 |

PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date |
0 |
0 |
1 |
118 |
1 |
3 |
16 |
418 |

PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
105 |

PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
78 |

PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test |
0 |
0 |
3 |
278 |
3 |
9 |
27 |
1,131 |

PRINFACTORS: RATS procedure to perform principal components-based factor analysis |
0 |
0 |
2 |
125 |
0 |
0 |
4 |
271 |

PRJCONDITIONAL: RATS procedure to compute predicted probabilities for conditional logit model |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
103 |

PRJMULTINOMIAL: RATS procedure to compute predicted probabilities for multinomial logit model |
0 |
0 |
0 |
43 |
0 |
1 |
5 |
139 |

QUARTIMAX: RATS procedure to perform factor rotation using quartimax criterion |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
101 |

RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
16 |

RATS program to calculate optimal portfolios |
0 |
0 |
1 |
58 |
0 |
0 |
3 |
138 |

RATS program to demonstate robust estimation techniques in a linear model |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
61 |

RATS program to demonstrate Arellano-Bond estimator for dynamic panel model |
2 |
2 |
4 |
99 |
3 |
6 |
15 |
287 |

RATS program to demonstrate Bayesian VAR estimation |
0 |
2 |
7 |
463 |
0 |
3 |
11 |
837 |

RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation |
0 |
0 |
1 |
7 |
0 |
2 |
4 |
78 |

RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR |
0 |
1 |
1 |
160 |
0 |
2 |
6 |
346 |

RATS program to demonstrate Gibbs sampling with GARCH model |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
58 |

RATS program to demonstrate Gibbs sampling with a linear regression |
0 |
0 |
1 |
10 |
0 |
1 |
3 |
55 |

RATS program to demonstrate Hannan efficient estimation |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
32 |

RATS program to demonstrate Inclan-Tiao test for breaks in variance |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
114 |

RATS program to demonstrate Markov Switching ARCH |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
130 |

RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable |
0 |
0 |
3 |
109 |
0 |
2 |
6 |
261 |

RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR |
0 |
0 |
2 |
67 |
0 |
0 |
2 |
231 |

RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
85 |

RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs |
0 |
0 |
2 |
51 |
0 |
0 |
2 |
102 |

RATS program to demonstrate Shiller smoothness prior for distributed lag |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
33 |

RATS program to demonstrate Swamy GLS matrix weighted estimator |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
50 |

RATS program to demonstrate block causality tests in a VAR |
0 |
0 |
1 |
44 |
0 |
0 |
2 |
132 |

RATS program to demonstrate bootstrapping applied to Granger causality test |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
363 |

RATS program to demonstrate bootstrapping spectral density estimates |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
66 |

RATS program to demonstrate bootstrapping with a GARCH model |
0 |
0 |
1 |
24 |
0 |
1 |
3 |
84 |

RATS program to demonstrate bootstrapping with a VAR |
0 |
1 |
1 |
124 |
0 |
1 |
2 |
252 |

RATS program to demonstrate bootstrapping with a VECM |
0 |
2 |
2 |
135 |
1 |
5 |
9 |
328 |

RATS program to demonstrate bootstrapping with an ARMA model |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
143 |

RATS program to demonstrate bootstrapping with cointegration |
0 |
0 |
2 |
70 |
0 |
0 |
3 |
202 |

RATS program to demonstrate calculation of an arranged autoregression |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
54 |

RATS program to demonstrate conditional forecasting with a VAR |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
230 |

RATS program to demonstrate contour graph |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
44 |

RATS program to demonstrate estimation of a stochastic volatility model |
0 |
0 |
2 |
83 |
0 |
1 |
7 |
170 |

RATS program to demonstrate estimation of an ARMAX model |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
217 |

RATS program to demonstrate estimation of structural VAR's |
0 |
0 |
3 |
295 |
0 |
1 |
6 |
524 |

RATS program to demonstrate forecasting using spectral techniques |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
47 |

RATS program to demonstrate frequency domain deseasonalization |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
86 |

RATS program to demonstrate importance sampling with GARCH model |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
76 |

RATS program to demonstrate lag length selection techniques in a VAR |
0 |
1 |
2 |
102 |
0 |
1 |
4 |
262 |

RATS program to demonstrate multivariate GARCH models |
0 |
0 |
9 |
479 |
0 |
3 |
18 |
901 |

RATS program to demonstrate multivariate GARCH using 2-stage DCC |
0 |
0 |
2 |
330 |
0 |
0 |
4 |
642 |

RATS program to demonstrate non-parametric regression |
1 |
1 |
5 |
37 |
1 |
1 |
5 |
91 |

RATS program to demonstrate quadratic programming |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
46 |

RATS program to demonstrate time-varying coefficient estimation in a VAR |
0 |
2 |
16 |
261 |
2 |
5 |
34 |
503 |

RATS program to demonstrate univariate GARCH estimation |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
129 |

RATS program to demonstrate use of neural networks |
0 |
2 |
6 |
71 |
0 |
2 |
10 |
184 |

RATS program to demonstrate various stability tests |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
63 |

RATS program to estimate DSGE model |
0 |
1 |
8 |
288 |
3 |
7 |
28 |
549 |

RATS program to estimate Hamilton switching model |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
106 |

RATS program to estimate a linear regression using an adaptive kernel estimator |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
111 |

RATS program to estimate a model with fractional differencing |
0 |
0 |
4 |
72 |
0 |
0 |
5 |
138 |

RATS program to estimate observable index model from Sargent-Sims(1977) |
0 |
0 |
2 |
38 |
0 |
0 |
4 |
688 |

RATS program to estimate probit model with random effects |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
91 |

RATS program to estimate term structure using non-linear methods |
0 |
1 |
2 |
16 |
0 |
1 |
3 |
42 |

RATS program to estimate term structure with cubic splines |
0 |
1 |
1 |
67 |
0 |
1 |
3 |
217 |

RATS program to solve Cass-Koopmans growth model |
0 |
0 |
1 |
14 |
0 |
0 |
3 |
63 |

RATS program to solve Erceg-Henderson-Levin model |
0 |
0 |
4 |
48 |
0 |
1 |
7 |
248 |

RATS program to solve Lubik-Schorfheide JME 2007 DSGE model |
0 |
2 |
6 |
161 |
0 |
4 |
15 |
402 |

RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model |
1 |
1 |
6 |
351 |
2 |
7 |
22 |
933 |

RATS programs to estimate multivariate stochastic volatility models |
0 |
0 |
3 |
213 |
2 |
2 |
7 |
493 |

RATS programs to estimate structural VAR-GARCH-M model |
0 |
3 |
13 |
694 |
5 |
9 |
34 |
1,582 |

RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009 |
0 |
0 |
2 |
105 |
0 |
3 |
9 |
339 |

RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results |
2 |
2 |
2 |
176 |
2 |
3 |
6 |
494 |

RATS programs to replicate Balke-Fomby threshold cointegration |
0 |
1 |
6 |
276 |
0 |
2 |
12 |
624 |

RATS programs to replicate Bernanke and Mihov QJE 1998 |
0 |
0 |
3 |
196 |
0 |
0 |
6 |
503 |

RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper |
1 |
5 |
23 |
934 |
3 |
10 |
46 |
2,018 |

RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions |
0 |
1 |
6 |
376 |
1 |
2 |
11 |
842 |

RATS programs to replicate Blanchard and Quah AER 1989 |
3 |
5 |
22 |
475 |
6 |
11 |
47 |
1,043 |

RATS programs to replicate Burnside's JBES 1994 paper on asset pricing |
0 |
0 |
0 |
19 |
0 |
1 |
4 |
113 |

RATS programs to replicate CKLS(1992) estimation of interest rate models |
1 |
1 |
4 |
90 |
1 |
2 |
15 |
288 |

RATS programs to replicate Campbell and Ammer's JOF 1993 paper |
0 |
0 |
4 |
121 |
1 |
1 |
12 |
337 |

RATS programs to replicate Den Haan JME(2000) correlation of comovements |
0 |
0 |
2 |
55 |
0 |
1 |
5 |
181 |

RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control |
0 |
0 |
2 |
39 |
0 |
0 |
2 |
121 |

RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations |
1 |
3 |
8 |
496 |
2 |
7 |
34 |
1,298 |

RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model |
2 |
2 |
3 |
271 |
3 |
6 |
13 |
627 |

RATS programs to replicate Dueker(1997) Markov switching GARCH models |
0 |
0 |
0 |
204 |
0 |
0 |
4 |
515 |

RATS programs to replicate Dueker(2005) JBES dynamic probit model |
0 |
0 |
3 |
177 |
0 |
0 |
7 |
415 |

RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration |
2 |
2 |
2 |
288 |
2 |
3 |
5 |
614 |

RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots |
1 |
1 |
2 |
131 |
1 |
1 |
5 |
355 |

RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results |
0 |
0 |
4 |
63 |
0 |
0 |
7 |
235 |

RATS programs to replicate Faust and Leeper JBES 1997 paper |
0 |
0 |
1 |
31 |
0 |
0 |
2 |
172 |

RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching |
0 |
0 |
4 |
228 |
2 |
2 |
11 |
500 |

RATS programs to replicate Gali's QJE 1992 results |
0 |
1 |
7 |
136 |
0 |
4 |
18 |
328 |

RATS programs to replicate Gonzalo and Granger JBES 1995 paper |
1 |
1 |
4 |
148 |
2 |
3 |
11 |
371 |

RATS programs to replicate Gray's 1996 Regime Switching GARCH paper |
0 |
2 |
2 |
230 |
1 |
5 |
11 |
630 |

RATS programs to replicate Hansen's GARCH models with time-varying t-densities |
0 |
0 |
0 |
79 |
0 |
0 |
4 |
274 |

RATS programs to replicate Hansen's example of threshold break in panel data |
0 |
0 |
5 |
203 |
0 |
2 |
11 |
614 |

RATS programs to replicate Hansen's examples of Andrews-Ploberger test |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
116 |

RATS programs to replicate Hansen's threshold estimation and testing results |
0 |
0 |
2 |
155 |
0 |
0 |
4 |
443 |

RATS programs to replicate Hansen/Seo paper on threshold cointegration |
0 |
1 |
6 |
259 |
1 |
2 |
19 |
710 |

RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model |
0 |
0 |
4 |
103 |
0 |
0 |
8 |
258 |

RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility |
0 |
0 |
1 |
116 |
0 |
0 |
5 |
411 |

RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results |
2 |
2 |
10 |
118 |
3 |
3 |
13 |
344 |

RATS programs to replicate Krolzig MS-VAR's for six country models |
0 |
1 |
5 |
438 |
2 |
4 |
12 |
940 |

RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts |
0 |
0 |
1 |
99 |
0 |
0 |
2 |
279 |

RATS programs to replicate Mark-Sul(2003) panel DOLS |
0 |
0 |
2 |
114 |
1 |
2 |
10 |
327 |

RATS programs to replicate Michael-Nobay-Peel ESTAR models |
0 |
0 |
3 |
159 |
2 |
2 |
6 |
482 |

RATS programs to replicate Morley-Nelson-Zivot state space decomposition |
0 |
1 |
1 |
70 |
0 |
1 |
1 |
284 |

RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR |
1 |
2 |
13 |
366 |
1 |
3 |
24 |
768 |

RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients |
0 |
0 |
3 |
147 |
1 |
1 |
5 |
326 |

RATS programs to replicate Papell and Prodan one and two break unit root tests |
0 |
0 |
0 |
66 |
0 |
0 |
4 |
215 |

RATS programs to replicate Pedroni PPP tests on panel data |
1 |
3 |
9 |
326 |
1 |
4 |
16 |
820 |

RATS programs to replicate Perron-Wada state space model |
0 |
0 |
1 |
117 |
1 |
1 |
8 |
327 |

RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data |
0 |
0 |
2 |
236 |
3 |
4 |
11 |
537 |

RATS programs to replicate Quah and Vahey core inflation estimation |
0 |
1 |
3 |
81 |
0 |
1 |
5 |
201 |

RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses" |
0 |
0 |
1 |
139 |
0 |
0 |
3 |
442 |

RATS programs to replicate Sinclair(2009) bivariate state-space model |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
191 |

RATS programs to replicate Terasvirta's 1994 STAR model results |
0 |
1 |
3 |
204 |
0 |
1 |
3 |
424 |

RATS programs to replicate Tsay's 1998 multivariate threshold results |
0 |
1 |
4 |
239 |
0 |
4 |
15 |
502 |

RATS programs to replicate Tse's constant correlation GARCH test results |
0 |
0 |
2 |
96 |
0 |
0 |
5 |
321 |

RATS programs to replicate Uhlig's VAR identification technique |
1 |
6 |
14 |
400 |
2 |
9 |
22 |
852 |

RATS programs to replicate Willinger, Taqqu, Teverovsky(1999) |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
110 |

RATS programs to replicate Wright's Alternative Variance Ratio test results |
0 |
0 |
2 |
70 |
0 |
6 |
9 |
290 |

RATS programs to replicate examples of Bai-Perron procedure |
0 |
0 |
0 |
181 |
1 |
2 |
7 |
638 |

RATS programs to replicate results from Gregory and Hansen(1996) JOE article |
0 |
0 |
1 |
59 |
1 |
1 |
4 |
246 |

RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap |
0 |
0 |
1 |
81 |
0 |
3 |
10 |
347 |

RATS programs to replicates Gali's AEA 1999 VAR results |
1 |
5 |
14 |
389 |
3 |
8 |
21 |
865 |

REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson |
0 |
1 |
1 |
18 |
0 |
1 |
1 |
83 |

REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values |
0 |
0 |
2 |
121 |
2 |
3 |
6 |
572 |

REGPCSE: RATS procedure to compute panel-corrected standard error calculation |
0 |
0 |
0 |
24 |
1 |
3 |
4 |
99 |

REGRESET: RATS procedure to perform Ramsey RESET test on regression |
1 |
4 |
8 |
225 |
9 |
18 |
56 |
1,722 |

REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis |
0 |
0 |
0 |
45 |
1 |
1 |
5 |
245 |

REGWHITENNTEST: RATS procedure to perform White neural network test on regression |
0 |
0 |
1 |
38 |
0 |
0 |
3 |
189 |

REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression |
1 |
1 |
3 |
77 |
2 |
8 |
12 |
243 |

REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression |
0 |
0 |
1 |
55 |
0 |
0 |
4 |
306 |

RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods |
0 |
0 |
1 |
26 |
2 |
2 |
3 |
131 |

ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series |
0 |
0 |
1 |
43 |
0 |
2 |
5 |
180 |

ROLLREG: RATS procedure to compute rolling regressions for least squares |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
264 |

RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals |
0 |
0 |
0 |
89 |
0 |
1 |
5 |
389 |

RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified) |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
296 |

RUNTEST: RATS procedure to compute a run test for a two-state series |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
37 |

SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions |
0 |
0 |
1 |
78 |
0 |
0 |
2 |
209 |

SPECFORE: RATS procedure to compute forecasts using spectral techniques |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
39 |

SPECTRUM: RATS procedure to compute/graph spectral density |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
57 |

SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
53 |

STABTEST: RATS procedure to perform Hansen's stability test for OLS |
0 |
0 |
1 |
128 |
1 |
1 |
4 |
526 |

STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
80 |

STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR |
0 |
0 |
0 |
199 |
0 |
1 |
5 |
504 |

STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
128 |

STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests |
0 |
0 |
0 |
34 |
0 |
1 |
3 |
195 |

STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals |
0 |
0 |
1 |
42 |
0 |
0 |
3 |
160 |

SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model |
0 |
0 |
1 |
67 |
0 |
0 |
2 |
135 |

SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
241 |

SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS |
0 |
0 |
0 |
121 |
0 |
2 |
6 |
478 |

SWTRENDS: RATS procedure to test cointegration rank using common trends analysis |
0 |
0 |
1 |
51 |
1 |
1 |
6 |
133 |

TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect |
1 |
1 |
1 |
372 |
2 |
4 |
9 |
1,057 |

THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break |
0 |
0 |
3 |
170 |
1 |
2 |
9 |
438 |

TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities |
0 |
0 |
0 |
103 |
0 |
1 |
5 |
354 |

TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR) |
0 |
0 |
1 |
164 |
0 |
0 |
4 |
408 |

TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model |
0 |
0 |
4 |
136 |
0 |
1 |
7 |
434 |

UFOREERRORS: RATS procedure to compute forecast errors for a univariate model |
1 |
1 |
3 |
47 |
2 |
2 |
6 |
125 |

UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks |
0 |
1 |
1 |
240 |
1 |
3 |
10 |
486 |

UNIFORMPARMS: RATS procedure to compute required parameters for uniform distribution |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
46 |

UNIQUEVALUES: RATS procedure to extract unique values from a series |
0 |
0 |
1 |
43 |
0 |
0 |
2 |
77 |

Unit Roots, Cointegration, VAR estimation and more |
1 |
6 |
13 |
2,726 |
3 |
10 |
23 |
4,966 |

VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
135 |

VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR |
0 |
0 |
2 |
35 |
1 |
2 |
9 |
173 |

VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR |
0 |
1 |
1 |
12 |
0 |
1 |
1 |
70 |

VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
75 |

VARIMAX: RATS procedure to perform factor rotation using varimax criterion |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
100 |

VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR |
0 |
4 |
6 |
196 |
0 |
4 |
8 |
448 |

VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
147 |

VARLAGSELECT: RATS procedure to select lag length for a VAR model |
0 |
0 |
5 |
221 |
3 |
4 |
17 |
567 |

VARMADLM: RATS procedure to analyze a VARMA using state-space techniques |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
168 |

VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression |
1 |
1 |
1 |
26 |
1 |
1 |
2 |
96 |

VRATIO: RATS procedure to implement variance ratio unit root test procedure |
0 |
0 |
1 |
61 |
0 |
0 |
2 |
314 |

ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test |
1 |
5 |
18 |
657 |
7 |
17 |
60 |
2,085 |

Total Software Items |
60 |
182 |
766 |
41,474 |
235 |
627 |
2,402 |
121,517 |