1. least-squares, simultaneous systems (2SLS,3SLS, SUR)
2. limited dependent variable (logit, probit, tobit) and Bayesian variants
3. time-series (VAR, BVAR, ECM) estimation and accompanying forecasting functions
4. ridge, Theil-goldberger, switching regimes, robust regression
5. regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
6. cointegration testing
7. statistical distributions (CDF, PDF and random deviate generation)
8. Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
9. maximum likelihood and Bayesian spatial econometrics functions
10. lots of other stuff, over 350 functions
jplv7.zip
(5.79 MB, 需要: 1 个论坛币)
Demonstrations are provided for almost all functions and a 350 page manual:
(eBook) - Matlab - Applied Econometrics using MATLAB.pdf
(1.41 MB, 需要: 1 个论坛币)


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