(old) RATS Handbook for Juselius' The Cointegrated VAR Model

Announcements regarding the CATS cointegration procedure

(old) RATS Handbook for Juselius' The Cointegrated VAR Model

Unread postby moderator » Wed Nov 04, 2009 5:42 pm

As noted in the September 2009 RATSLetter, we have been developing a Handbook and RATS example code for replicating the results presented in Katarina Juselius' book entitled The Cointegrated VAR Model.

We now have a draft of Part 1 (covering chapters 1 thorugh 10) of this Handbook ready. We hope the handbook and example code will be useful for many CATS users, especially those just getting started with the program.

The Zip file linked below contains the draft PDF file, a RATS program file (called BookCodes_Ch1_Ch10.PRG), and the accompanying data file (book.xls). We're rolling this out here on the forum first, but will eventually have links to these files available from our main website as well.

There is (currently, at least) no charge for the Handbook, but please note that the PDF is copyrighted by Estima. We welcome any suggestions or comments on part 1 (please direct them to support@estima.com).

Watch for part 2 (and possible revisions to part 1) in the coming months.

Tom Maycock

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Re: RATS Handbook for Juselius' The Cointegrated VAR Model

Unread postby Gary » Thu Nov 05, 2009 5:15 pm

Dear Tom,

Thanks so much for this...as someone new to RATS/CATS, it will prove enormously beneficial.

Best wishes,
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