Description: least-squares, simultaneous systems (2SLS,3SLS, SUR)
limited dependent variable (logit, probit, tobit) and Bayesian variants
time-series (VAR, BVAR, ECM) estimation and accompanying forecasting functions
ridge, Theil-goldberger, switching regimes, robust regression
regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
cointegration testing
statistical distributions (CDF, PDF and random deviate generation)
Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
maximum likelihood and Bayesian spatial econometrics functions
lots of other stuff, over 350 functions
To Search:
File list (Check if you may need any files):
spatial econometric\coint\acf.m
...................\.....\adf.m
...................\.....\adf_d.m
...................\.....\cadf.m
...................\.....\cadf_d.m
...................\.....\contents.html
...................\.....\contents.m
...................\.....\crthegy.m
...................\.....\c_sja.m
...................\.....\c_sjt.m
...................\.....\detrend.m
...................\.....\FinalConsumption.wk1
...................\.....\hegy.m
...................\.....\hegy.zip
...................\.....\hegy_d.m
...................\.....\johansen.m
...................\.....\johansen.mbak
...................\.....\johansen_d.m
...................\.....\make_html.m
...................\.....\phillips.m
...................\.....\phillips_d.m
...................\.....\prt_coint.m
...................\.....\ptrend.m
...................\.....\rztcrit.m
...................\.....\shenqiuadf.m
...................\.....\test.dat
...................\.....\ztcrit.m
...................\data\agriculture.dat
...................\....\agriculture.txt
...................\....\anselin.dat
...................\....\anselin.data
...................\....\anselin.ford
...................\....\anselin.txt
...................\....\boston.dat
...................\....\boston.data
...................\....\boston.m
...................\....\boston.txt
...................\....\boston.xy
...................\....\contents.html
...................\....\countyg.dat
...................\....\countyg.txt
...................\....\crime.dat
...................\....\crime.txt
...................\....\elect.dat
...................\....\elect.data
...................\....\elect.ford
...................\....\elect.m
...................\....\elect.txt
...................\....\election.dat
...................\....\election.txt
...................\....\ford.dat
...................\....\garchd.data
...................\....\growthley.dat
...................\....\growthley.txt
...................\....\grun.dat
...................\....\grun.txt
...................\....\hamd.dat
...................\....\house.dat
...................\....\house.txt
...................\....\htoledo.dat
...................\....\htoledo.txt
...................\....\love.dat
...................\....\love.txt
...................\....\nelsonp.dat
...................\....\nelsonp.txt
...................\....\ohioschool.dat
...................\....\ohioschool.txt
...................\....\school.dat
...................\....\school.txt
...................\....\schools.dat
...................\....\schools.txt
...................\....\spector.dat
...................\....\spector.txt
...................\....\test.dat
...................\....\tvpgrch.dat
...................\....\tvpmoney.dat
...................\....\UScbcontig.txt
...................\....\UScbcontig_info.txt
...................\....\UScbcontig_info.txt.bak
...................\....\UScounty_border_contig.m
...................\....\wmat.dat
...................\....\wmat.txt
...................\....\xdata.asc
...................\....\ydata.asc
...................\.iagn\arch.m
...................\.....\arch_d.m
...................\.....\bauer.dat
...................\.....\bkw.m
...................\.....\bkw_d.m
...................\.....\bpagan.m
...................\.....\bpagan_d.m
...................\.....\contents.html
...................\.....\contents.m
...................\.....\cusums.m
...................\.....\cusums_d.m
...................\.....\dfbeta.m
...................\.....\dfbeta_d.m
...................\.....\make_html.m
...................\.....\plt_cus.m
...................\.....\plt_dfb.m
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