The RATS Software Forum

Your heart's in the right place... Going through code examples is my favorite way of learning new econometrics. Thanks for the good work.

Hi I'm a new RATS user. I'm wondering if anyone has any code & data for:

The Econometrics of Financial Markets. by Campbell, Lo, and MacKinlay

I thought I give it a try. I guess if it were available, it would be posted on RATS website.

Thanks,
-F.