Textbook Examples

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

Select Book: Textbook Examples Overview Baltagi's Econometrics Brockwell and Davis' Introduction to Time Series and Forecasting Commandeur and Koopman's Introduction to State Space Time Series Analysis DeLurgio's Forecasting Principles and Applications Diebold's Elements of Forecasting Durbin and Koopman's Time Series Analysis by State Space Methods Greene's Econometric Analysis Gujarati's Basic Econometrics Hamilton's Time Series Analysis Hayahsi's Econometrics Hill, Griffiths, and Lim's Principles of Econometrics Johnston and DiNardo's Econometric Methods Koop's Bayesian Econometrics Makridakis, Wheelwright, and Hyndman's Forecasting: Methods Pindyck and Rubinfeld's Econometric Models and Economic Forecasts Stock and Watson's Introduction to Econometrics Tsay's Analysis of Financial Time Series, 2nd edition Verbeek's A Guide to Modern Econometrics West and Harrison's Bayesian Forecasting and Dynamic Models Wooldridge's Econometric Analysis of Cross Section and Panel Data Wooldridge's Introductory Econometrics

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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