RATS, RATS Handbook
Handbook for Econometric Time Series

Walter Enders (Author)

9780471148944, Wiley

Paperback / softback, published 4 September 1996

224 pages
27.8 x 21.5 x 1.1 cm, 0.402 kg

The RATS Handbook for Econometric Time Series is a veryvaluable resource for beginning RATS users as well as experiencedusers looking to learn more about time series techniques. Supporting materials can be found at: http://www.estima.com/enders/.

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.

Subject Areas: Economics [KC]