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ATOMS : GROCER details
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GROCER

Comprehensive econometric toolbox
(1903 downloads for this version - 27398 downloads for all versions)
Details
Version
1.4.3
A more recent valid version with binaries for Scilab 5.2 exists: 1.53
Author
Eric Dubois and Emmanuel Michaux
Owner Organization
GROCER team
Maintainer
Eric Dubois
License
Creation Date
July 23, 2010
Source created on
Scilab 5.2.x
Binaries available on
Scilab 5.2.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit MacOSX
Install command
--> atomsInstall("grocer")
Description
            GROCER provides many standard econometric methods: ols, instrumental variables,
VAR, specification and unit root tests, limited dependent variables methods,
Johansen cointegration tests and VECM, GMM, statistical filters, basic methods
on panel data, ARMA and VARMA estimations, GARCH ...

GROCER provides also less standard ones: a pc-gets like function implementing in
an automatic manner the "general-to-specific" methodology, various
Markov-switching estimations, Bayesian Model Averaging estimation, dynamic
contributions,...)

GROCER comes with 2 new types of data useful to an econometrician: time series
and matrices of time series
            
Files (3)
[4.83 MB]
Source code archive
Grocer sources
[7.15 MB]
OS-independent binary for Scilab 5.2.x
Binary version
Automatically generated by the ATOMS compilation chain

[3.76 MB]
Miscellaneous file
Update version correcting a few bugs from the previous one:
- function nls was not working when bounds were set to empty through the command
bounds(): this is corrected.  
- Division of a real by a ts was wrongly programmed: this is corrected. 
- Graphs of regressions with discountinuous bounds were not working anymore:
they work again. 

Moreover, a new function MSVAR_Setinit has been introduced to improve the
convergence to the solution of Markov_switching functions ms_mean, ms_reg and
ms_reg.
News (0)
Comments (1)     Leave a comment 
Comment from Allan Cornet -- January 4, 2011, 08:05:01 AM    
Hi,

Why Grocer 1.44 (published 2010/11/01) is not (yet) in ATOMS ?

Thanks 

Allan
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