Rats codes

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