Econometric Modeling Software
Many statistical programs are available for data analysis and statistical computing, including a variety of commercially distributed software: Eviews, SAS, Stata, RATS, TSP, WinBUGS and SPSS, and open source packages, such as Gretl and R.
- OxMetrics is a family of of software packages providing an integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling, or statistical analysis of cross-section and panel data. OxMetrics consists of a front-end program called OxMetrics, and individual application modules such as Ox, CATS, PcGive, STAMP and G@RCH.
- ECONOMETRIC SOFTWARE FROM TSP For Mainframes (IBM, DEC, etc.) TSP 4.0: a greatly enhanced version of the Time Series Processor, in use at over 800 sites worldwide. A complete programming language for econometrics. Coming soon: Version 4.1, with Probit, Tobit, MN Logit, Sample selection, faster and more accurate nonlinear.
Wikibooks[edit]
Wikipedia Links[edit]
The first part of this chapter is a non-technical survey of the relatively sparse literature on testing the accuracy of econometric software. Accuracy is primarily assessed by taking a test problem, with known inputs and outputs, giving it to the software, and comparing the software’s output with the output of the test problem. The link will take you to a page that contains books and notes relevant to econometrics. Gretl, which stands for Gnu Regression, Econometrics and Time-series Library, is free software written in C by Allin Cottrell. It comes with data sets and access to many more.
Software[edit]
TSP is a software product of TSP International. The information in this document is subject to change without notice. TSP International assumes no responsibility for any errors that may appear in this document or in TSP. The software described in this document is protected by copyright.
- gretl: an open-source statistical package, mainly for econometrics
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Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies that aim at the unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems and that are penetrated by constructive and rigorous thinking. It explores a unique range of topics each year - from the frontier of theoretical developments in many new and important areas, to research on current and applied economic problems, to methodologically innovative, theoretical and applied studies in econometrics.
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