The Structural Breaks and Switching Models e-course has been updated to a 2nd edition, which includes new and expanded treatment of many topics in models with thresholds, breaks and Markov switching. See Structural Breaks and Switching Models course for more information.
The State-Space/DSGE e-course has been updated to a 2nd edition, which more than doubles the size of the original. See State-Space course for more information.
Version 9.2 of RATS is now available for all three platforms. The newest release includes quite a few enhancements to the GARCH instruction, improvements to the Markov Switching support routines, two new and powerful methods for non-linear estimation and much more. See RATS 9.2 for more information. This includes information about changes with 9.1 and 9.0 if you haven't updated to those. You can also read more in the May 2017 newsletter.
We've posted the worked examples for the 4th edition of Walter Enders' Applied Econometric Time Series, Wiley, 2015. This is an intermediate book on applied time series, and covers a broad range of applications from ARIMA models to GARCH models to cointegration. See the single book-browser for more.
The VAR e-course has been updated to a 2nd edition, which adds over 50% more material. See VAR course for more information.
The course materials (PDF workbook, examples, procedures) from our 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.
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.
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.
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.
You can use the following links to learn more about our other products: