VAR e-course updated

The VAR e-course has been updated to a 2nd edition, which adds over 50% more material. See VAR course for more information.

Version 9.0!

Version 9.0 of RATS is now shipping for Windows and Mac and will shortly be available for UNIX/Linux. See RATS 9.0 for more information.

Martin, Hurn and Harris, Econometric Modelling with Time Series

We've posted the worked examples from Martin, Hurn and Harris, Econometric Modelling with Time Series: Specification, Estimation and Testing, Cambridge University Press, 2013. This is a fairly advanced book which looks at time series analysis primarily by means of the likelihood principle. See the single book-browser for more.

Dougherty, Introduction to Econometrics

We've posted the worked examples for Christopher Dougherty's Introduction to Econometrics, 4th ed, Oxford University Press, 2011. This is an introductory book with a general emphasis on cross section data. See the single book-browser for more.

Changes to Web Site

We revamped our web site on Jan 1 2014 to provide better linkages, and include additional information about the software and pricing options.

ARCH/GARCH Course Materials

The course materials (PDF workbook, examples, procedures) from our recent web course on ARCH/GARCH and Volatility Models are now available for sale.

See Web Courses for more information.

The materials from our other courses are also still available. Topics include: Bayesian Econometrics, State Space/DSGE models, Structural Break/Switching models, Vector Autoregressions and Panel Data.

New CATS Handbook

The long-awaited full version of our Handbook to accompany Juselius' The Cointegrated VAR Model text is now available!

Estima develops and sells RATS (Regression Analysis of Time Series), a leading econometrics and time-series analysis software package.

RATS is used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more.

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