Matrixer 5.1
Main features: -Linear regression -Binomial logit and probit -Ordered probit -Censored (tobit) and truncated regression -Poisson and negative binomial regressions -Regression with multiplicative heteroskedasticity -GARCH regression -Regression with ARMA errors -Box-Jenkins model (ARIMA) with dynamic forecasts -ARFIMA-FIGARCH (long-memory models) -(Generalized) instrumental variables estimator -Nonparametric regression -Nonparametric density estimation -Quantile regression -Simultaneous equations, 2SLS, 3SLS and FIML -Vector autoregression ...
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2LikPak5 1.0
LikPak provides a set of GAUSS likelihood procedures that are commonly used in econometrics, and show, by example, how a model can be parameterized using these likelihoods. Thus LikPak is the perfect companion to an optimization package, such as MaxLik ...$150.00