Resources

Use the fields below to generate a list of procedures and example programs compatible with your version of RATS. You can use the drop-down lists to filter the list on change dates, general subject, and/or publication references (by author's name).

To see all the procedures available, just click "Reset List". To refine your search, use the drop-down lists to narrow your choices (see below for details).

For a complete list (including detailed descriptions) of all the procedures and example programs (not including the Textbook Examples), please see Detailed Procedures and Examples list.

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Select Your RATS Version	Changes Since	Select Subject	Reference (author)
8.30 8.20 8.10 8.00 7.30 7.20 7.10 7.00 6.30-6.35 6.20 6.10 6.00-6.02 5.10-5.11 5.00-5.03 earlier	Show All 8.30 8.20 8.10 8.00 7.30 7.20 7.10 7.00 6.30 6.20 6.10 6.00	Any ARCH-GARCH ARIMA Bayesian methods Bootstrapping Business cycles CATS Cointegration DSGE Decomposition Dependence tests Detrending Distributed lags Estimators Example programs Factor models Filtering Financial Forecasting GARCH GMM Graphics Information criteria Interpolation Linear/quadratic programming Logit/probit Long memory Markov switching Menu-driven Monte Carlo Neural networks Nonlinear estimation Nonparametric Normality Numerical methods Outdated Panel Paper results Probability distributions Random numbers Regression Robust Seasonality Serial correlation Simulations Simultaneous equations Specification tests Spectral Stability tests State-space models Stochastic volatility Structural breaks Switching models Tests(other) Threshold Unit root VAR	Any Abrahamse Abramowitz Ammer Anderson Andrews Arellano Arino Aruoba Bai Baillie Balke Banerjee Bauwens Baxter Beck Bera Bernanke Beveridge Bhargava Bjornland Black Blanchard Boivin Bollerslev Bond Boot Boschan Bowman Box Box-Steffensmeier Boyd Breitung Breusch Brock Brockwell Brown Bry Burnside Camacho Campbell Cappiello Carstensen Cass Chan Chan(K.C.) Chan(W.H.) Chib Cho Chow Chow(Gregory) Chow(K.V.) Christiano Chu Clark Cochrane Corrado Cox Cushman Darling Davidson Davies Davis Decher Den Haan Denning Dennis Dent Denton Deshpande Dickey Diebold Doan Doornik Driscoll Dueker Durbin Efron Ehrmann Elder Eliasz Elliott Ellison Enders Engle Epanechnikov Erceg Evans Fabiani Faust Feibes Fernandez Filardo Fitzgerald Flannery Fligner Fomby Franke Fry Fuller Gali Gauss Geweke Giannini Goerlich Goldfeld Gomez Gonzalo Gorinevsky Granger Gray Gregory Grunfeld Guggenberger Hadri Hafner Hall(V.B.) Halton Hamilton Hannan Hansen Hansen(Bruce) Hansen(Lars) Harding Hardle Harris Harrison Harte Harvey Hausman Henderson Herwartz Higgins Hill Hinich Hodrick Holtz-Eakin Hosking Hurst Hylleberg Im Imhof Inclan Ireland Jacquier Jagannathan Johansen Jones Judge Kadiyala Karlsson Karolyi Katz Kim King Kiviet Klein Koerts Koh Kolmogorov Koop Koopman Koopmans Koutmos Kraay Krasker Krolzig Ku Kwiatowski Lanne Laubach Laurent Lebo Lee Leeper Leitemo Leon-Gonzalez Leroy Levin Levinson Leybourne Li Lilliefors Lin Lisman Litterman Lo Longstaff Lubik Lumsdaine Lutkepohl Luukkonen MacKinnon Maddala Magnus Maheu Mandelbrot Mann Maravall Mariano Mark Massey McCracken McCulloch McKinley McLeod Meese Mestre Michael Mihov Mikkelson Morley Mountford NBER Nelson Newbold Newey Ng Nobay Nyblom Ouliaris Ozbek Ozlale Pagan Papell Par Patterson Pedroni Peel Perron Pesaran Phillips Ploberger Plosser Policello Polson Porter-Hudak Prescott Press Prodan Quah Quandt Ramsey Randles Rebelo Rissanen Robinson Rodriguez Rosen Rossi Rothenberg Rousseeuw Rudebusch Ruiz Saikkonen Sanders Sargan Sargent Scheinkman Schmidt Scholes Schorfheide Schwert Scotti Seo Serletis Shenton Shephard Sheppard Shin Siklos Silverman Sims Sinclair Skalin Smirnov Smith Stegun Stock Stoffer Strachan Strazicich Sul Susmel Swamy Taqqu Terasvirta Teverovsky Tiao Tibshirani Trevor Tsay Tse Tzavalis Uhlig Vahey Valla Verbrugge Villani Wada Wall Wallis Watson Welsch West White Whitney Whittle Wilcoxson Williams Willinger Wolfe Wright Wu Yilmaz Yoo Zha Zivot

File Name

Description

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You can use the drop-down lists to filter the list on change dates, general subject, and/or publication references (by author's name). To see all the procedures available, just click "Reset List". To refine your search, use the drop-down lists to narrow your choices.

Select Your RATS Version

Enter your version of RATS here to see only procedures that will work with your version. For example, if you select 7.0, you won't see procedures that require 7.1 or later to use.

Changes Since

Use this field to show only procedures that have changed since a particular version of RATS was released.

Select Subject

Use this field to limit the procedures list to a particular subject.

Select Reference (author)

Use this field to limit the procedures list to a particular author.

To see a more detailed description of a procedure, hold the mouse over the "Description" for that procedure (this feature is not supported on some browsers).