ECONOMETRICS: Mathematica package of econometric tools

Statistical Software Components from Boston College Department of Economics

Abstract: Econometrics.m provides OLS regression, instrumental variables and two-stage least squares, Theil mixed estimation, White standard errors, handles lags and differences, and performs the Belsley et al. regression diagnostics. This package is fully documented in the book "Economic and Financial Modeling with Mathematica", Hal Varian, editor, published by TELOS/Springer-Verlag, 1993, ISBN 0-387-97882-8. This version has been updated for Mathematica 6.0.

Language: Mathematica
Date: 1996-11-23

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/Econometrics.m program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/Econometrics.nb Mathematica notebook (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().