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by Bablowski
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Sat Jan 07, 2017 11:31 am
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Menu tab "Cointegration Test Specification" contains errors in descriptions Attachment(s)
by mamo » Thu Jan 05, 2017 9:03 am » in Bug Reports - 0
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by mamo
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Thu Jan 05, 2017 9:03 am
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by mamo
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Thu Jan 05, 2017 4:34 am
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by yodish
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Wed Jan 04, 2017 6:32 am
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ARDL - Different Lags for Dynamic Regressors Attachment(s)
by Crushtank » Wed Dec 28, 2016 12:51 pm » in Econometric Discussions - 0
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by Crushtank
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Wed Dec 28, 2016 12:51 pm
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Cumulative IRF and Cumulative Fiscal Multipliers
by chala85 » Thu Dec 22, 2016 4:04 am » in Estimation - 0
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by chala85
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Thu Dec 22, 2016 4:04 am
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by DambaGhana
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Thu Dec 22, 2016 2:00 am
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by Alexander123
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Tue Dec 20, 2016 9:23 am
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by j235
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Tue Dec 20, 2016 6:10 am
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Autocorrelation in quantile regression
by jasmine_cam » Mon Dec 19, 2016 5:03 am » in Econometric Discussions - 0
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by jasmine_cam
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Mon Dec 19, 2016 5:03 am
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Day of the Week effect (Garch Model) Interpretation Attachment(s)
by kim_rasmi » Mon Dec 19, 2016 12:25 am » in Econometric Discussions - 0
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by kim_rasmi
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Mon Dec 19, 2016 12:25 am
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by Ara Makaryan
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Sat Dec 17, 2016 11:00 am
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by pablotillan
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Sat Dec 17, 2016 4:24 am
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Programming the seasonal adjustment of series
by tonach » Fri Dec 16, 2016 11:38 am » in Programming - 0
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by tonach
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Fri Dec 16, 2016 11:38 am
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Newey West (HAC) in unbalanced panel
by grumpynala » Thu Dec 15, 2016 11:38 am » in Econometric Discussions - 0
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by grumpynala
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Thu Dec 15, 2016 11:38 am
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by KrilleJ
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Wed Dec 14, 2016 4:39 am
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Applying Switching Regession to Garch Model
by saadallah » Mon Dec 12, 2016 3:55 am » in Programming - 0
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by saadallah
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Mon Dec 12, 2016 3:55 am
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by Ella
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Sat Dec 10, 2016 9:03 am
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serial correlation in panel data Attachment(s)
by Alexander123 » Thu Dec 08, 2016 4:47 am » in Econometric Discussions - 0
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by Alexander123
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Thu Dec 08, 2016 4:47 am
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arellano bond estimation Attachment(s)
by john1990 » Thu Dec 08, 2016 4:00 am » in Econometric Discussions - 0
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by john1990
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Thu Dec 08, 2016 4:00 am
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control function: can it be made 4 times faster? Attachment(s)
by tvonbrasch » Wed Dec 07, 2016 1:06 am » in Models - 0
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by tvonbrasch
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Wed Dec 07, 2016 1:06 am
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Principal Component Analysis- interpretation of output Attachment(s)
by adyakova » Mon Dec 05, 2016 5:13 am » in Econometric Discussions - 0
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by adyakova
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Mon Dec 05, 2016 5:13 am
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by tvonbrasch
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Sat Dec 03, 2016 11:28 am
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General interpretation of Marketing Mix models
by andycrellin » Thu Dec 01, 2016 10:06 am » in Econometric Discussions - 0
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by andycrellin
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Thu Dec 01, 2016 10:06 am
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by Andre2016
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Wed Nov 30, 2016 12:47 am
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by nizinamazowiecka
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Tue Nov 29, 2016 7:38 am
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by jmanuel
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Tue Nov 29, 2016 3:21 am
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by igor
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Mon Nov 28, 2016 11:35 pm
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Several questions about var and irf Attachment(s)
by luke_chan8137 » Fri Nov 25, 2016 4:12 am » in Econometric Discussions - 0
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by luke_chan8137
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Fri Nov 25, 2016 4:12 am
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by jmanuel
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Thu Nov 24, 2016 9:15 am
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by weu39843
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Wed Nov 23, 2016 4:18 am
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Inclusion of AR terms in Logit model
by Victor_Naegele » Thu Nov 17, 2016 6:02 am » in Econometric Discussions - 0
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by Victor_Naegele
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Thu Nov 17, 2016 6:02 am
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LEAST SQUARE ESTIMATORS AND GARCH MODELS
by sopare63 » Wed Nov 16, 2016 1:08 pm » in Econometric Discussions - 0
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by sopare63
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Wed Nov 16, 2016 1:08 pm
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by Ayesha Khan
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Tue Nov 15, 2016 5:38 pm
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by funkymind
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Mon Nov 14, 2016 7:51 am
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Any way to combine the midas and vec?
by gpriest1412 » Mon Nov 14, 2016 12:55 am » in Add-in Support - 0
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by gpriest1412
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Mon Nov 14, 2016 12:55 am
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by Justme
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Fri Nov 11, 2016 9:22 am
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by Ashlee
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Thu Nov 10, 2016 3:22 am
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by ESVAL2016
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Tue Nov 08, 2016 9:52 am
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by uwhusky
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Mon Nov 07, 2016 11:34 pm
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by abdellah
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Mon Nov 07, 2016 3:38 pm
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Null hypothesis in the omitted variables test
by trubador » Sat Nov 05, 2016 6:11 pm » in Bug Reports - 0
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by trubador
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Sat Nov 05, 2016 6:11 pm
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Hansen: threshold and cointegration
by Noorma » Wed Nov 02, 2016 6:39 am » in Econometric Discussions - 0
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by Noorma
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Wed Nov 02, 2016 6:39 am
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Calculation of AIC criteria in VAR model
by roman21 » Mon Oct 31, 2016 12:22 am » in Econometric Discussions - 0
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by roman21
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Mon Oct 31, 2016 12:22 am
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How to build a panel workfile and do the CADF test
by giovanna_scarchilli » Fri Oct 28, 2016 10:15 am » in Estimation - 0
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by giovanna_scarchilli
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Fri Oct 28, 2016 10:15 am
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by matheus_silva92
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Fri Oct 21, 2016 4:17 pm
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seemingly unrelated regression (SUR)
by bayu_sutikno » Fri Oct 21, 2016 3:09 am » in Econometric Discussions - 0
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by bayu_sutikno
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Fri Oct 21, 2016 3:09 am
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Probabilities in a 3-states Markov switching
by Aktar » Thu Oct 20, 2016 5:43 am » in Econometric Discussions - 0
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by Aktar
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Thu Oct 20, 2016 5:43 am
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by ErikG
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Tue Oct 18, 2016 12:44 am
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Unconditional Variance of ARMA(1,1)-GARCH(1,1) model
by WilliamChang » Mon Oct 17, 2016 11:18 pm » in Estimation - 0
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by WilliamChang
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Mon Oct 17, 2016 11:18 pm
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