Content
Undated material is presented at the end, although it may be more recent than other items
1996
- hac A program to compute long-run covariance matrices
by Simon van Norden
Undated
- proc0594 GARCH, Kalman filter, ADF test, kernel and more
by Estima - proc0194 Unit Roots, Cointegration, VAR estimation and more
by Estima - johansen RATS 4.0-compatible JOHANSEN procedure
by Estima - hurst Hurst exponent estimation procedure
by Estima - lpqp Linear and Quadratic programming procedure
by Estima - ratsdatw Beta test version of RATSDATA for Windows
by Estima