ECONOMETRICS: Mathematica package of econometric tools

David Belsley

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, Revised 2008-03-30
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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)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:m6b2302

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