Use the fields below to generate a list of procedures and example programs compatible with your version of RATS. You can use the drop-down lists to filter the list on change dates, general subject, and/or publication references (by author's name).

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For a complete list (including detailed descriptions) of all the procedures and example programs (not including the Textbook Examples), please see Detailed Procedures and Examples list.


Select Your RATS VersionChanges SinceSelect SubjectReference (author)
File Name Description
ehrmann_ellison_valla_el2003.zipReplicates Ehrmann-Ellison-Valla(2003) regime dependent impulse respones
hamilton.rpfHamilton switching model example
krolzigmsvar.zipReplicates Krolzig MS-VAR's for six country models
markov.srcFunctions supporting Markov Chain Models (use MSSETUP instead)
msemsetupstd.srcMarkov switching procedures for EM estimation
msregression.srcMarkov switching linear regression procedures
mssetup.srcMarkov switching general support procedures
mssysregression.srcMarkov switching linear systems regression procedures
msvarsetup.srcMarkov switching VAR setup procedures
whittletest.srcImplements Whittle test for independence of state sequences