Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View

Dubois
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Dubois: Minstère de l'Economie, des Finances et de l'Industrie - Paris- France

Econometrics from University Library of Munich, Germany

Abstract: Grocer is an econometric toolbox for Scilab, a free opensource matrix- oriented toolbox similar to Matlab and Gauss. It contains more than 50 econometric different methods, with many variants and extensions. Most standard econometric tools are available. Grocer contains also two original econometric tools: a function allowing the 'automatic' estimation of the 'true model' starting from a more general and bigger one, a method that provides the most thorough expression of the so- called LSE econometric methodology; a function calculating the contributions of exogenous variables to an endogenous one.

Keywords: econometric software; estimation; general to specific; contributions (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Pages: 28 pages
Date: 2005-01-21
New Economics Papers: this item is included in nep-ecm
Note: Type of Document - pdf; pages: 28. software available at
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:0501014

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