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Bibliographic data for series maintained by Christopher F. Baum ().

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A program to compute long-run covariance matrices Downloads
Simon van Norden
Beta test version of RATSDATA for Windows Downloads
Estima
GARCH, Kalman filter, ADF test, kernel and more Downloads
Estima
Hurst exponent estimation procedure Downloads
Estima
Linear and Quadratic programming procedure Downloads
Estima
RATS 4.0-compatible JOHANSEN procedure Downloads
Estima
Unit Roots, Cointegration, VAR estimation and more Downloads
Estima

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