RATS Procedure and Example Files

Econometric Textbook Examples

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Textbook Examples

The menu below provides links to pages with example programs for several popular econometric textbooks.


For each of these, you can view/download individual example programs, or download a Zip file that includes all the example programs, as well as the sample data sets and any required procedure files.

Please Note: Some of these programs, particularly the more recent additions to the collection, take advantage of features introduced in the latest versions of RATS. Those programs will not run as written with earlier versions.

In many cases, these programs can be modified to work with earlier releases (and you are of course free to modify them if you wish). In some cases, however, features were added to RATS specifically to facilitate particular tasks, so some of the programs may be difficult to implement in earlier versions. In particular, the Durbin & Koopman and West & Harrison examples require DLM features added in Version 6.35

Also, note that several of these books are available for purchase through Estima. Please see our Econometrics Textbooks page for details.

Finally, for links to dozens of other procedures and example programs for RATS, please see the Procedures and Examples index page.

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