RATS Handbook for the Cointegrated VAR Model: NEW!

Announcements regarding the CATS cointegration procedure
Post Reply
Site Admin
Posts: 272
Joined: Thu Oct 19, 2006 4:33 pm

RATS Handbook for the Cointegrated VAR Model: NEW!

Unread post by moderator »

At long last, we've completed work on reproducing the results from the second half of Juselius' Cointegrated VAR Model textbook. We've also made significant revisions to the coverage of the first half of the book that we published a couple of years ago.

We think the completed handbook will be a valuable resource for almost anyone using our CATS and RATS software.

You can download a Zip file containing the Handbook PDF along with RATS program and data files for all of the examples using this link:

http://www.estima.com/cointhandbook/Coi ... ndbook.zip

We hope you find the Handbook and examples helpful. For more information on the textbook itself, please see:


For information on CATS, our cointegration analysis application, see:


Tom Maycock
Post Reply