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 |
2 |
84 |
2 |
2 |
16 |
334 |

ADFAUTOSELECT: RATS procedure to select optimal lag length to be used for an ADF test |
1 |
1 |
4 |
133 |
3 |
5 |
21 |
517 |

ADTEST: RATS procedure to perform Anderson-Darling test for normality |
0 |
0 |
1 |
61 |
3 |
4 |
29 |
327 |

AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference |
0 |
0 |
1 |
39 |
1 |
1 |
9 |
238 |

APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test |
2 |
3 |
7 |
142 |
4 |
7 |
24 |
525 |

APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood |
2 |
2 |
2 |
66 |
4 |
4 |
10 |
277 |

ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg |
0 |
0 |
0 |
25 |
1 |
1 |
7 |
119 |

ARCHTEST: RATS procedure to test a series for ARCH effects |
0 |
0 |
3 |
124 |
2 |
2 |
10 |
344 |

ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model |
1 |
1 |
2 |
43 |
3 |
3 |
7 |
183 |

ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model |
0 |
0 |
0 |
17 |
2 |
2 |
5 |
86 |

BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas |
0 |
0 |
6 |
87 |
3 |
3 |
38 |
402 |

BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes |
1 |
4 |
14 |
560 |
8 |
22 |
77 |
1,560 |

BAYESTST: RATS procedure to perform Bayesian Unit Root test |
0 |
0 |
2 |
51 |
1 |
2 |
14 |
207 |

BDINDTEST: RATS procedure to perform battery of independence tests |
0 |
1 |
2 |
30 |
1 |
4 |
17 |
125 |

BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d |
0 |
1 |
1 |
85 |
5 |
9 |
19 |
341 |

BETAPARMS: RATS procedure to compute parameters required for beta distribution |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
55 |

BICORRTEST: RATS procedure to compute Hinich bi-correlations test for autocorrelation |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
149 |

BJAUTOFIT: RATS procedure to implement Automated ARIMA model selection |
0 |
1 |
2 |
74 |
0 |
1 |
8 |
308 |

BJTRANS: RATS procedure to aid in selection of preliminary transformation |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
100 |

BKFILTER: RATS procedure to implement band pass filter using Baxter-King method |
0 |
1 |
4 |
91 |
5 |
8 |
46 |
479 |

BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition |
0 |
2 |
4 |
137 |
0 |
3 |
12 |
356 |

BPPANELTESTS: RATS procedure to perform Breusch-Pagan (and related) tests for random effects |
0 |
1 |
4 |
31 |
2 |
5 |
15 |
178 |

BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization |
1 |
1 |
4 |
60 |
2 |
8 |
22 |
296 |

BRYBOSCHAN: RATS procedure to implement Bry-Boschan business cycle dating |
0 |
3 |
19 |
467 |
0 |
11 |
61 |
1,088 |

CANCORR: RATS procedure to compute canonical correlations for two sets of series |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
72 |

CFEAT: RATS procedure to identify turning points and cyclical phases of a series |
0 |
0 |
0 |
30 |
0 |
0 |
17 |
126 |

CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method |
0 |
0 |
4 |
77 |
1 |
7 |
30 |
356 |

CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test |
0 |
0 |
4 |
133 |
1 |
1 |
14 |
567 |

CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series |
0 |
0 |
6 |
158 |
2 |
4 |
41 |
596 |

CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
91 |

CONDITION: RATS procedure to implement conditional forecasting |
0 |
0 |
1 |
96 |
0 |
1 |
10 |
218 |

CORRADO: RATS procedure to perform Corrado non-parametric event test |
0 |
1 |
10 |
47 |
0 |
4 |
20 |
165 |

CORRINTEGRAL: RATS procedure to compute a correlation integral for a series |
1 |
1 |
1 |
14 |
1 |
1 |
2 |
49 |

CROSSPEC: RATS procedure to compute and graph phase and coherence |
0 |
0 |
1 |
15 |
1 |
2 |
9 |
81 |

CUMPDGM: RATS procedure to perform Durbin's Cumulated Periodogram for serial correlation |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
74 |

CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests |
0 |
0 |
2 |
202 |
2 |
4 |
18 |
670 |

CVSTABTEST: RATS procedure to perform stability tests on a covariance matrix |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
64 |

DENTON: RATS procedure to distribute a series to a higher frequency using proportional Denton method |
0 |
0 |
1 |
21 |
0 |
1 |
3 |
113 |

DFUNIT: RATS procedure to perform Dickey-Fuller unit root test |
3 |
3 |
10 |
336 |
3 |
5 |
28 |
1,105 |

DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure |
1 |
1 |
4 |
157 |
3 |
6 |
41 |
553 |

DISTRIB: RATS procedure to compute distribution from one frequency to a higher frequency |
0 |
0 |
1 |
36 |
1 |
4 |
6 |
161 |

DIVISIA: RATS procedure to compute a Divisia index |
0 |
0 |
2 |
29 |
0 |
0 |
3 |
67 |

DLMGLS: RATS procedure to perform GLS estimation with state-space model for errors |
0 |
0 |
0 |
18 |
0 |
1 |
5 |
113 |

DLMIRF: RATS procedure to compute Impulse Response Function from a State-Space model |
2 |
2 |
4 |
169 |
2 |
3 |
7 |
573 |

DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test |
1 |
1 |
5 |
195 |
1 |
2 |
27 |
644 |

DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control |
0 |
1 |
1 |
34 |
1 |
4 |
7 |
122 |

DURBINLEVINSON: RATS procedure to compute autoregressive representations using Durbin-Levinson recursion |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
109 |

EBA: RATS procedure to perform Extreme Bounds Analysis |
0 |
0 |
3 |
61 |
0 |
1 |
13 |
192 |

EGTEST: RATS procedure to compute Engle-Granger test for Cointegration |
3 |
4 |
7 |
218 |
13 |
23 |
65 |
835 |

EGTESTRESIDS: RATS procedure to compute Engle-Granger test for cointegration on 1st stage residuals |
1 |
1 |
3 |
47 |
3 |
5 |
14 |
164 |

ELFCALC: RATS procedure to compute empirical likelihood for a set of moment conditions |
0 |
0 |
1 |
13 |
0 |
0 |
5 |
57 |

ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect |
1 |
3 |
18 |
353 |
8 |
33 |
101 |
1,148 |

EQNTOACF: RATS procedure to create an ACF from an ARMA equation |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
73 |

ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests |
1 |
3 |
10 |
169 |
6 |
13 |
57 |
849 |

EXACTINVERSE: RATS procedure to compute exact (limit) inverse with "infinite" components |
0 |
0 |
0 |
50 |
1 |
1 |
5 |
110 |

FLUX: RATS procedure to compute a general Nyblom fluctuations test |
0 |
0 |
3 |
32 |
1 |
1 |
8 |
145 |

FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares |
0 |
0 |
0 |
84 |
1 |
3 |
10 |
313 |

FORCEDFACTOR: RATS procedure to factor covariance matrix with specific vector column/row |
1 |
2 |
5 |
99 |
1 |
2 |
12 |
240 |

GAIN: RATS procedure to compute and graph the gain and phase of a pair of series |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
49 |

GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
50 |

GARCHFORE: RATS procedure to perform univariate GARCH forecasting |
0 |
1 |
1 |
90 |
0 |
2 |
7 |
215 |

GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
120 |

GED: RATS module to draw from Generalized Error Distribution |
0 |
0 |
1 |
587 |
1 |
2 |
18 |
2,193 |

GLSDETREND: RATS procedure to perform local to unity GLS detrending |
1 |
1 |
5 |
52 |
6 |
11 |
55 |
405 |

GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models) |
0 |
1 |
1 |
52 |
4 |
7 |
16 |
234 |

GNEWBOLD: RATS procedure to perform Granger-Newbold forecast comparison test |
0 |
0 |
1 |
50 |
0 |
1 |
8 |
247 |

GPH: RATS procedure to compute Geweke-Porter-Hudak estimate of fractional differencing |
0 |
0 |
4 |
143 |
0 |
0 |
10 |
480 |

GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks |
1 |
3 |
13 |
569 |
8 |
22 |
70 |
1,730 |

HADRI: RATS procedure to implement Hadri test for unit roots in panel data |
0 |
2 |
7 |
99 |
4 |
9 |
39 |
476 |

HALTON: RATS procedure to generate Halton sequences |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
108 |

HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm |
2 |
8 |
24 |
162 |
17 |
56 |
153 |
680 |

HILLGEV: RATS procedure to estimate tail index for a distribution using Hill's method |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
76 |

HINICHTEST: RATS procedure to perform Hinich test for linearity and Gaussianity |
0 |
0 |
8 |
98 |
1 |
1 |
12 |
264 |

HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns |
0 |
3 |
5 |
109 |
1 |
5 |
16 |
271 |

HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data |
0 |
1 |
7 |
135 |
2 |
10 |
48 |
577 |

HURST: RATS procedure to compute a Hurst exponent |
1 |
3 |
4 |
94 |
1 |
5 |
12 |
227 |

Hurst exponent estimation procedure |
0 |
1 |
2 |
2,861 |
4 |
5 |
15 |
7,609 |

ICSS: RATS procedure to perform Inclan-Tiao test for breaks in variance |
4 |
6 |
15 |
275 |
9 |
12 |
41 |
730 |

INTERPOL: RATS procedure to interpolate from one frequency to a higher one |
0 |
0 |
1 |
32 |
0 |
0 |
6 |
165 |

INVGAMMAPARMS: RATS procedure to compute parameters required for inverse gamma distribution |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
60 |

IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test |
1 |
1 |
7 |
180 |
6 |
13 |
70 |
866 |

JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis |
0 |
2 |
8 |
185 |
5 |
8 |
19 |
453 |

KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test |
0 |
1 |
8 |
155 |
1 |
3 |
23 |
620 |

KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
125 |

LIML: RATS procedure to perform limited information maximum likelihood estimation |
0 |
1 |
3 |
38 |
0 |
2 |
51 |
263 |

LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution |
0 |
0 |
0 |
25 |
0 |
1 |
8 |
156 |

LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution |
0 |
0 |
0 |
1 |
6 |
6 |
8 |
39 |

LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution |
1 |
1 |
1 |
14 |
1 |
2 |
2 |
98 |

LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks |
3 |
9 |
30 |
314 |
13 |
29 |
115 |
936 |

LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias |
0 |
0 |
15 |
161 |
5 |
13 |
95 |
846 |

LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks |
1 |
2 |
28 |
953 |
9 |
21 |
125 |
2,459 |

MAAUTOLAGS: RATS procedure to compute Information Criteria for MA models using innovations algorithm |
0 |
0 |
0 |
2 |
4 |
4 |
5 |
61 |

MACKINNONCV: RATS procedure to compute Mackinnon's Critical values for DF and EG tests |
2 |
3 |
4 |
132 |
3 |
5 |
9 |
317 |

MANNWHITNEY: RATS procedure to perform Mann-Whitney test for comparison of samples |
0 |
1 |
3 |
23 |
0 |
3 |
6 |
160 |

MCFEVDTABLE: RATS procedure to organize tables of FEVD's with confidence bands |
0 |
0 |
0 |
36 |
2 |
2 |
7 |
126 |

MCLEODLI: RATS procedure to perform a McLeod-Li test for 2nd order dependence |
0 |
0 |
1 |
72 |
4 |
10 |
26 |
402 |

MCMCPOSTPROC: RATS procedure to calculate sample statistics from MCMC realizations |
0 |
0 |
0 |
61 |
1 |
2 |
4 |
148 |

MCVARDODDRAWS: RATS procedure to perform Monte Carlo draws from a VAR to generate IRF's |
0 |
0 |
0 |
73 |
1 |
2 |
7 |
157 |

MEANGROUP: RATS procedure to perform mean group estimator for panel data |
0 |
0 |
1 |
54 |
1 |
5 |
12 |
139 |

MESA: RATS procedure to compute and graph a spectrum using Maximum Entropy Method |
0 |
0 |
0 |
16 |
1 |
1 |
5 |
60 |

MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests |
0 |
0 |
1 |
66 |
0 |
2 |
3 |
188 |

MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior |
0 |
0 |
1 |
23 |
0 |
1 |
11 |
116 |

MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands |
2 |
2 |
6 |
233 |
4 |
4 |
33 |
651 |

MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation |
0 |
1 |
3 |
79 |
0 |
2 |
6 |
164 |

MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures |
0 |
0 |
4 |
96 |
1 |
3 |
13 |
297 |

MSSETUP: RATS procedure to perform Markov switching general support procedures |
2 |
4 |
7 |
124 |
2 |
4 |
12 |
230 |

MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures |
0 |
1 |
2 |
118 |
0 |
2 |
5 |
249 |

MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures |
0 |
3 |
23 |
359 |
1 |
6 |
55 |
700 |

MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis |
1 |
2 |
4 |
107 |
2 |
9 |
34 |
426 |

MVARCHTEST: RATS procedure to perform Multivariate test for ARCH |
0 |
2 |
5 |
112 |
1 |
3 |
11 |
291 |

MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's |
0 |
1 |
3 |
70 |
1 |
4 |
15 |
237 |

MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting |
4 |
4 |
8 |
184 |
4 |
5 |
13 |
403 |

MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix |
0 |
0 |
2 |
38 |
0 |
1 |
13 |
163 |

MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test |
0 |
0 |
1 |
67 |
2 |
9 |
24 |
389 |

MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic |
0 |
4 |
9 |
117 |
3 |
8 |
21 |
343 |

NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates |
0 |
0 |
0 |
79 |
1 |
1 |
5 |
216 |

OLSHODRICK: RATS procedure to compute Hodrick standard errors |
2 |
4 |
15 |
176 |
4 |
13 |
53 |
533 |

PANELDOLS: RATS procedure to perform panel data group mean DOLS |
0 |
0 |
9 |
241 |
4 |
11 |
47 |
707 |

PANELFM: RATS procedure to perform panel data group mean FMOLS |
4 |
7 |
20 |
445 |
48 |
105 |
229 |
1,449 |

PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model |
0 |
0 |
2 |
148 |
1 |
5 |
20 |
456 |

PERRONBREAKS: RATS procedure to compute various unit root tests with breaks |
0 |
0 |
1 |
48 |
0 |
2 |
6 |
164 |

PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests |
0 |
0 |
1 |
72 |
1 |
1 |
5 |
269 |

PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date |
1 |
3 |
8 |
110 |
2 |
10 |
27 |
366 |

PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
100 |

PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions |
0 |
0 |
1 |
8 |
4 |
4 |
7 |
74 |

PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test |
0 |
1 |
7 |
270 |
3 |
12 |
50 |
1,061 |

PRINFACTORS: RATS procedure to perform principal components-based factor analysis |
0 |
0 |
3 |
119 |
0 |
1 |
10 |
259 |

PRJCONDITIONAL: RATS procedure to compute predicted probabilities for conditional logit model |
0 |
0 |
2 |
28 |
1 |
1 |
8 |
90 |

PRJMULTINOMIAL: RATS procedure to compute predicted probabilities for multinomial logit model |
0 |
0 |
2 |
42 |
0 |
1 |
6 |
122 |

QUARTIMAX: RATS procedure to perform factor rotation using quartimax criterion |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
92 |

RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
16 |

RATS program to calculate optimal portfolios |
0 |
1 |
2 |
53 |
2 |
3 |
5 |
127 |

RATS program to demonstate robust estimation techniques in a linear model |
0 |
0 |
0 |
6 |
1 |
2 |
3 |
55 |

RATS program to demonstrate Arellano-Bond estimator for dynamic panel model |
2 |
2 |
3 |
91 |
4 |
8 |
26 |
244 |

RATS program to demonstrate Bayesian VAR estimation |
0 |
6 |
33 |
441 |
5 |
16 |
72 |
791 |

RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
72 |

RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR |
0 |
1 |
2 |
156 |
1 |
3 |
5 |
331 |

RATS program to demonstrate Gibbs sampling with GARCH model |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
52 |

RATS program to demonstrate Gibbs sampling with a linear regression |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
45 |

RATS program to demonstrate Hannan efficient estimation |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
30 |

RATS program to demonstrate Inclan-Tiao test for breaks in variance |
1 |
1 |
1 |
41 |
1 |
1 |
3 |
113 |

RATS program to demonstrate Markov Switching ARCH |
1 |
1 |
1 |
54 |
1 |
2 |
5 |
125 |

RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable |
1 |
1 |
3 |
99 |
2 |
3 |
7 |
239 |

RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
225 |

RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR |
0 |
0 |
0 |
28 |
0 |
0 |
4 |
80 |

RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs |
0 |
0 |
1 |
49 |
0 |
2 |
7 |
98 |

RATS program to demonstrate Shiller smoothness prior for distributed lag |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
32 |

RATS program to demonstrate Swamy GLS matrix weighted estimator |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
40 |

RATS program to demonstrate block causality tests in a VAR |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
122 |

RATS program to demonstrate bootstrapping applied to Granger causality test |
1 |
5 |
9 |
172 |
1 |
6 |
18 |
352 |

RATS program to demonstrate bootstrapping spectral density estimates |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
59 |

RATS program to demonstrate bootstrapping with a GARCH model |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
75 |

RATS program to demonstrate bootstrapping with a VAR |
0 |
0 |
3 |
121 |
0 |
0 |
7 |
241 |

RATS program to demonstrate bootstrapping with a VECM |
0 |
0 |
3 |
130 |
0 |
0 |
15 |
310 |

RATS program to demonstrate bootstrapping with an ARMA model |
0 |
0 |
1 |
36 |
0 |
0 |
1 |
138 |

RATS program to demonstrate bootstrapping with cointegration |
0 |
0 |
0 |
66 |
0 |
0 |
4 |
191 |

RATS program to demonstrate calculation of an arranged autoregression |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
53 |

RATS program to demonstrate conditional forecasting with a VAR |
0 |
0 |
2 |
86 |
1 |
3 |
14 |
216 |

RATS program to demonstrate contour graph |
0 |
1 |
2 |
7 |
0 |
1 |
6 |
43 |

RATS program to demonstrate estimation of a stochastic volatility model |
1 |
1 |
2 |
79 |
2 |
3 |
7 |
154 |

RATS program to demonstrate estimation of an ARMAX model |
0 |
0 |
2 |
69 |
0 |
6 |
17 |
207 |

RATS program to demonstrate estimation of structural VAR's |
0 |
1 |
13 |
279 |
1 |
5 |
31 |
494 |

RATS program to demonstrate forecasting using spectral techniques |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
41 |

RATS program to demonstrate frequency domain deseasonalization |
1 |
1 |
1 |
27 |
1 |
1 |
6 |
80 |

RATS program to demonstrate importance sampling with GARCH model |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
74 |

RATS program to demonstrate lag length selection techniques in a VAR |
2 |
2 |
5 |
99 |
2 |
3 |
9 |
255 |

RATS program to demonstrate multivariate GARCH models |
1 |
9 |
25 |
459 |
2 |
11 |
62 |
844 |

RATS program to demonstrate multivariate GARCH using 2-stage DCC |
1 |
3 |
18 |
323 |
4 |
8 |
46 |
622 |

RATS program to demonstrate non-parametric regression |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
84 |

RATS program to demonstrate quadratic programming |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
39 |

RATS program to demonstrate time-varying coefficient estimation in a VAR |
3 |
7 |
20 |
230 |
5 |
12 |
36 |
438 |

RATS program to demonstrate univariate GARCH estimation |
0 |
0 |
2 |
63 |
0 |
0 |
2 |
122 |

RATS program to demonstrate use of neural networks |
0 |
0 |
2 |
56 |
3 |
3 |
9 |
154 |

RATS program to demonstrate various stability tests |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
56 |

RATS program to estimate DSGE model |
1 |
2 |
8 |
265 |
3 |
5 |
17 |
500 |

RATS program to estimate Hamilton switching model |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
101 |

RATS program to estimate a linear regression using an adaptive kernel estimator |
0 |
0 |
0 |
27 |
0 |
0 |
3 |
106 |

RATS program to estimate a model with fractional differencing |
0 |
1 |
1 |
59 |
0 |
1 |
4 |
122 |

RATS program to estimate observable index model from Sargent-Sims(1977) |
0 |
0 |
1 |
32 |
28 |
125 |
426 |
670 |

RATS program to estimate probit model with random effects |
0 |
0 |
0 |
13 |
0 |
0 |
6 |
79 |

RATS program to estimate term structure using non-linear methods |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
38 |

RATS program to estimate term structure with cubic splines |
0 |
0 |
4 |
61 |
0 |
2 |
14 |
200 |

RATS program to solve Cass-Koopmans growth model |
0 |
0 |
0 |
11 |
2 |
3 |
4 |
54 |

RATS program to solve Erceg-Henderson-Levin model |
0 |
1 |
2 |
43 |
0 |
4 |
12 |
231 |

RATS program to solve Lubik-Schorfheide JME 2007 DSGE model |
1 |
1 |
7 |
148 |
2 |
4 |
22 |
365 |

RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model |
0 |
1 |
7 |
338 |
6 |
11 |
38 |
880 |

RATS programs to estimate multivariate stochastic volatility models |
0 |
0 |
0 |
208 |
2 |
4 |
8 |
478 |

RATS programs to estimate structural VAR-GARCH-M model |
5 |
6 |
19 |
657 |
10 |
20 |
61 |
1,484 |

RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009 |
1 |
1 |
9 |
94 |
2 |
3 |
36 |
292 |

RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results |
0 |
1 |
4 |
170 |
2 |
4 |
24 |
470 |

RATS programs to replicate Balke-Fomby threshold cointegration |
0 |
0 |
3 |
264 |
0 |
1 |
15 |
597 |

RATS programs to replicate Bernanke and Mihov QJE 1998 |
0 |
0 |
3 |
187 |
1 |
1 |
11 |
482 |

RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper |
3 |
9 |
34 |
854 |
7 |
24 |
82 |
1,865 |

RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions |
0 |
1 |
8 |
354 |
0 |
3 |
32 |
791 |

RATS programs to replicate Blanchard and Quah AER 1989 |
4 |
10 |
50 |
401 |
9 |
23 |
118 |
887 |

RATS programs to replicate Burnside's JBES 1994 paper on asset pricing |
0 |
0 |
1 |
18 |
0 |
1 |
11 |
103 |

RATS programs to replicate CKLS(1992) estimation of interest rate models |
2 |
2 |
9 |
80 |
4 |
5 |
23 |
248 |

RATS programs to replicate Campbell and Ammer's JOF 1993 paper |
1 |
3 |
9 |
100 |
4 |
8 |
26 |
279 |

RATS programs to replicate Den Haan JME(2000) correlation of comovements |
0 |
0 |
2 |
53 |
1 |
1 |
15 |
166 |

RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control |
0 |
1 |
2 |
35 |
1 |
5 |
10 |
114 |

RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations |
1 |
3 |
26 |
458 |
4 |
12 |
99 |
1,161 |

RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model |
0 |
1 |
10 |
256 |
1 |
4 |
26 |
589 |

RATS programs to replicate Dueker(1997) Markov switching GARCH models |
0 |
1 |
9 |
197 |
0 |
3 |
17 |
491 |

RATS programs to replicate Dueker(2005) JBES dynamic probit model |
0 |
1 |
10 |
167 |
2 |
6 |
24 |
384 |

RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration |
1 |
3 |
7 |
277 |
3 |
6 |
26 |
587 |

RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots |
0 |
0 |
4 |
123 |
3 |
9 |
24 |
332 |

RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results |
0 |
1 |
1 |
54 |
0 |
2 |
5 |
219 |

RATS programs to replicate Faust and Leeper JBES 1997 paper |
0 |
0 |
1 |
29 |
1 |
1 |
11 |
163 |

RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching |
1 |
1 |
7 |
218 |
2 |
8 |
30 |
466 |

RATS programs to replicate Gali's QJE 1992 results |
0 |
0 |
4 |
120 |
0 |
2 |
15 |
295 |

RATS programs to replicate Gonzalo and Granger JBES 1995 paper |
0 |
1 |
6 |
140 |
0 |
6 |
14 |
340 |

RATS programs to replicate Gray's 1996 Regime Switching GARCH paper |
0 |
0 |
4 |
221 |
0 |
2 |
25 |
604 |

RATS programs to replicate Hansen's GARCH models with time-varying t-densities |
1 |
1 |
2 |
72 |
2 |
4 |
12 |
245 |

RATS programs to replicate Hansen's example of threshold break in panel data |
1 |
1 |
6 |
187 |
3 |
5 |
35 |
569 |

RATS programs to replicate Hansen's examples of Andrews-Ploberger test |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
109 |

RATS programs to replicate Hansen's threshold estimation and testing results |
0 |
0 |
0 |
151 |
0 |
1 |
11 |
425 |

RATS programs to replicate Hansen/Seo paper on threshold cointegration |
0 |
0 |
4 |
237 |
5 |
8 |
31 |
637 |

RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model |
0 |
0 |
5 |
87 |
3 |
3 |
15 |
230 |

RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility |
0 |
0 |
8 |
114 |
0 |
3 |
20 |
396 |

RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results |
0 |
0 |
5 |
103 |
0 |
1 |
31 |
314 |

RATS programs to replicate Krolzig MS-VAR's for six country models |
2 |
8 |
30 |
404 |
4 |
13 |
66 |
875 |

RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts |
0 |
0 |
2 |
95 |
0 |
2 |
15 |
266 |

RATS programs to replicate Mark-Sul(2003) panel DOLS |
0 |
0 |
1 |
109 |
0 |
3 |
17 |
304 |

RATS programs to replicate Michael-Nobay-Peel ESTAR models |
0 |
0 |
0 |
153 |
1 |
1 |
11 |
458 |

RATS programs to replicate Morley-Nelson-Zivot state space decomposition |
0 |
0 |
3 |
66 |
1 |
1 |
8 |
275 |

RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR |
0 |
2 |
18 |
333 |
3 |
11 |
48 |
699 |

RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients |
0 |
0 |
3 |
143 |
0 |
0 |
14 |
317 |

RATS programs to replicate Papell and Prodan one and two break unit root tests |
1 |
1 |
2 |
66 |
1 |
3 |
9 |
205 |

RATS programs to replicate Pedroni PPP tests on panel data |
3 |
5 |
8 |
307 |
3 |
6 |
34 |
769 |

RATS programs to replicate Perron-Wada state space model |
1 |
1 |
3 |
112 |
2 |
2 |
16 |
300 |

RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data |
0 |
0 |
2 |
230 |
1 |
3 |
13 |
516 |

RATS programs to replicate Quah and Vahey core inflation estimation |
0 |
1 |
1 |
71 |
2 |
5 |
9 |
178 |

RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses" |
0 |
1 |
3 |
134 |
7 |
10 |
31 |
413 |

RATS programs to replicate Sinclair(2009) bivariate state-space model |
0 |
0 |
4 |
66 |
0 |
1 |
11 |
187 |

RATS programs to replicate Terasvirta's 1994 STAR model results |
0 |
1 |
1 |
193 |
2 |
3 |
10 |
396 |

RATS programs to replicate Tsay's 1998 multivariate threshold results |
2 |
3 |
5 |
229 |
4 |
7 |
14 |
474 |

RATS programs to replicate Tse's constant correlation GARCH test results |
0 |
0 |
2 |
89 |
0 |
3 |
11 |
301 |

RATS programs to replicate Uhlig's VAR identification technique |
1 |
3 |
13 |
369 |
1 |
7 |
35 |
795 |

RATS programs to replicate Willinger, Taqqu, Teverovsky(1999) |
0 |
1 |
1 |
25 |
0 |
1 |
2 |
105 |

RATS programs to replicate Wright's Alternative Variance Ratio test results |
0 |
0 |
0 |
66 |
0 |
0 |
7 |
271 |

RATS programs to replicate examples of Bai-Perron procedure |
0 |
3 |
7 |
177 |
1 |
9 |
45 |
604 |

RATS programs to replicate results from Gregory and Hansen(1996) JOE article |
2 |
3 |
5 |
55 |
2 |
4 |
17 |
235 |

RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap |
0 |
0 |
5 |
76 |
0 |
0 |
20 |
317 |

RATS programs to replicates Gali's AEA 1999 VAR results |
2 |
8 |
33 |
353 |
6 |
21 |
76 |
794 |

REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson |
0 |
0 |
2 |
17 |
0 |
0 |
4 |
81 |

REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values |
0 |
1 |
4 |
118 |
0 |
2 |
40 |
552 |

REGPCSE: RATS procedure to compute panel-corrected standard error calculation |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
90 |

REGRESET: RATS procedure to perform Ramsey RESET test on regression |
0 |
0 |
6 |
197 |
18 |
39 |
139 |
1,529 |

REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis |
0 |
0 |
2 |
43 |
3 |
6 |
23 |
222 |

REGWHITENNTEST: RATS procedure to perform White neural network test on regression |
0 |
0 |
2 |
36 |
1 |
3 |
12 |
177 |

REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression |
0 |
0 |
2 |
73 |
0 |
0 |
5 |
224 |

REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression |
0 |
0 |
0 |
51 |
0 |
1 |
10 |
290 |

RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
127 |

ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series |
0 |
0 |
2 |
42 |
1 |
3 |
14 |
161 |

ROLLREG: RATS procedure to compute rolling regressions for least squares |
1 |
1 |
2 |
106 |
2 |
3 |
14 |
257 |

RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals |
0 |
0 |
0 |
88 |
0 |
0 |
9 |
381 |

RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified) |
0 |
0 |
2 |
54 |
0 |
1 |
25 |
280 |

RUNTEST: RATS procedure to compute a run test for a two-state series |
0 |
0 |
0 |
7 |
1 |
2 |
2 |
37 |

SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions |
1 |
1 |
3 |
74 |
1 |
1 |
8 |
193 |

SPECFORE: RATS procedure to compute forecasts using spectral techniques |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
36 |

SPECTRUM: RATS procedure to compute/graph spectral density |
0 |
0 |
2 |
17 |
0 |
1 |
7 |
52 |

SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
52 |

STABTEST: RATS procedure to perform Hansen's stability test for OLS |
2 |
2 |
3 |
122 |
6 |
15 |
39 |
500 |

STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model |
0 |
0 |
1 |
23 |
0 |
0 |
5 |
77 |

STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR |
2 |
5 |
6 |
196 |
3 |
6 |
18 |
488 |

STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
121 |

STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests |
0 |
0 |
1 |
34 |
1 |
4 |
12 |
189 |

STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals |
0 |
0 |
0 |
36 |
0 |
1 |
18 |
146 |

SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model |
0 |
0 |
2 |
63 |
0 |
0 |
3 |
128 |

SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set |
0 |
0 |
3 |
46 |
0 |
0 |
8 |
220 |

SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS |
0 |
0 |
1 |
119 |
0 |
2 |
10 |
453 |

SWTRENDS: RATS procedure to test cointegration rank using common trends analysis |
0 |
0 |
3 |
46 |
1 |
1 |
6 |
119 |

TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect |
0 |
1 |
6 |
366 |
2 |
3 |
28 |
1,017 |

THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break |
1 |
2 |
7 |
157 |
5 |
8 |
26 |
396 |

TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities |
1 |
1 |
4 |
99 |
2 |
2 |
10 |
327 |

TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR) |
0 |
0 |
3 |
159 |
1 |
1 |
9 |
389 |

TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model |
0 |
3 |
4 |
123 |
0 |
7 |
23 |
398 |

UFOREERRORS: RATS procedure to compute forecast errors for a univariate model |
0 |
1 |
2 |
39 |
0 |
3 |
6 |
112 |

UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks |
2 |
4 |
12 |
232 |
2 |
5 |
23 |
459 |

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

UNIQUEVALUES: RATS procedure to extract unique values from a series |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
72 |

Unit Roots, Cointegration, VAR estimation and more |
1 |
2 |
9 |
2,702 |
1 |
2 |
26 |
4,910 |

VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR |
0 |
0 |
1 |
48 |
0 |
2 |
6 |
133 |

VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR |
0 |
0 |
0 |
33 |
0 |
1 |
7 |
145 |

VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR |
0 |
0 |
1 |
11 |
0 |
0 |
6 |
69 |

VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
72 |

VARIMAX: RATS procedure to perform factor rotation using varimax criterion |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
93 |

VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR |
0 |
0 |
6 |
184 |
2 |
4 |
25 |
422 |

VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method |
0 |
0 |
1 |
32 |
2 |
3 |
11 |
133 |

VARLAGSELECT: RATS procedure to select lag length for a VAR model |
0 |
2 |
8 |
205 |
2 |
6 |
22 |
520 |

VARMADLM: RATS procedure to analyze a VARMA using state-space techniques |
1 |
1 |
3 |
54 |
1 |
2 |
7 |
163 |

VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression |
0 |
0 |
0 |
24 |
0 |
2 |
6 |
91 |

VRATIO: RATS procedure to implement variance ratio unit root test procedure |
0 |
0 |
0 |
59 |
1 |
1 |
9 |
306 |

ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test |
3 |
7 |
28 |
617 |
12 |
32 |
156 |
1,927 |

Total Software Items |
123 |
307 |
1,310 |
39,213 |
588 |
1,503 |
6,301 |
113,384 |