Data series and CATS programs
RATS data and CATS for RATS programs, used for the
analyses in the book Likelihood-Based Inference in Cointegrated Vector
Autoregressive Models.
The data-files (RATS format) and the CATS4RATS programs (ascii)
are contained in the zipped file "ml_coint.zip", and in the self-extracting
file "ml_cointg.exe".
Download program and data files
contained in zipped file (ml_cointg.zip)
Download program and data files
contained in self-extracting file (ml_cointg.exe). Make sure to transfer
the file as binary!