Announcements

Version 9.0!

Version 9.0 of RATS is now available for UNIX/Linux as well as for Windows and Mac. See RATS 9.0 for more information on RATS version 9 in general and UNIX/Linux RATS for more on RATS for UNIX.


VAR e-course updated

The VAR e-course has been updated to a 2nd edition, which adds over 50% more material. See VAR course for more information.


Martin, Hurn and Harris, Econometric Modelling with Time Series

We've posted the worked examples from Martin, Hurn and Harris, Econometric Modelling with Time Series: Specification, Estimation and Testing, Cambridge University Press, 2013. This is a fairly advanced book which looks at time series analysis primarily by means of the likelihood principle. See the single book-browser for more.


Dougherty, Introduction to Econometrics

We've posted the worked examples for Christopher Dougherty's Introduction to Econometrics, 4th ed, Oxford University Press, 2011. This is an introductory book with a general emphasis on cross section data. See the single book-browser for more.


ARCH/GARCH Course Materials

The course materials (PDF workbook, examples, procedures) from our recent web course on ARCH/GARCH and Volatility Models are now available for sale.

See Web Courses for more information.

The materials from our other courses are also still available. Topics include: Bayesian Econometrics, State Space/DSGE models, Structural Break/Switching models, Vector Autoregressions and Panel Data.


New CATS Handbook

The long-awaited full version of our Handbook to accompany Juselius' The Cointegrated VAR Model text is now available!

Estima develops and sells RATS (Regression Analysis of Time Series), a leading econometrics and time-series analysis software package.

RATS is used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more.

RATS Product Information

Place a credit card order

You can use the following links to learn more about our other products: