Synopses & Reviews
Synopsis
The RATS Handbook for Econometric Time Series is a very valuable resource for beginning RATS users as well as experienced users looking to learn more about time series techniques. Supporting materials can be found at: http: //www.estima.com/enders/.
Table of Contents
Introduction to RATS.
Stationary Time-Series.
Modeling Volatility.
Tests for Trends and Unit Roots.
Vector Autoregression Analysis.
Cointegration and Error Correction.
Statistical Tables.
References and Additional Readings.