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:
http://www.estima.com/Cointegrated_VAR_Model_Book.shtml
For information on CATS, our cointegration analysis application, see:
http://www.estima.com/catsinfo.shtml
Regards.
Tom Maycock
Estima