Applied Econometric Time Series

For obvious reasons, I cannot post the Instructor's Manuals. Wiley provides manuals for EVIEWS, STATA, RATS and SAS users at no charge to instructors adopting the text. Please visit 

http://www.wiley.com/WileyCDA/WileyTitle/productCd-EHEP003218.html 

to obtain the Instructor's Manuals. The manuals contain the answers to all exercises in the text.

Supplementary Manual

NOTE: The Supplementary Manual contains the footnotes and statistical tables. This was Wiley's choice (not mine). RATS users can click here to download the bic.src procedure. 

RATS Programming Manual (Second Edition)

The second edition includes a number of chapters that update the material in the first edition. Morever, Tom Doan has added a number new sections that should aid in your understanding of numerical methods and or the inner working or RATS. 

Manual   DATA: QUARTERLY(2012)   Data: GARCH.XLS   Data: Panel(2013)

ZIP File with Programs and data

RATS Code to Reproduce the Examples in the Text

Textbook Examples

RATS Programming Manual (First Edition)

This is the first edition of the manual. It is more basic than some of the manuals listed below. You can download the manual, programs and data sets in the zip file or just the manual and data.

ZIP file

Manual      DATA: MONEY_DEM.XLS

Powerpoint Slides: Here are some powerpoint slides I have used to teach RATS to my students. Some are old so that the latest features of RATS may not included. There is also a bit of repetition (but what do you want for free?).

Intro   

Lin and Box ExpSmoothing  

NLLS and Maximize 

Branching  

VARs