Part VII. Econometric tests and diagnostics

Table of Contents

ar1_grad — gradient for ols model with AR1 errors
ar1_like — log-likelihood for ols model with AR1 errors
define_func2inv — store a list of functions and their inverse
dynfore — Dynamic simulation of an equation
hwhite — White's adjusted heteroscedastic estimation
invxpx — inversion of X'X
iv — instrumental variables
iv1 — instrumental variables
lad — least absolute deviations regression
mcov — White's X'WX
nls — non linear least squares
nwest — Estimation with Newey-West correction on standard errors
nwest1 — Estimation with Newey-West correction on standard errors
ols — ordinary least squares
ols0 — ordinary least squares
ols1 — ordinary least squares
ols2 — ordinary least squares
ols2_cons — constrained ordinary least squares
ols_cons — constrained ordinary least squares
olsar1 — maximum likelihood estimation of an autocorrelated model
olsar1_1 — maximum likelihood estimation of an autocorrelated model
olsc — Cochrane-Orcutt estimation of an autocorrelated model
olsc0 — Cochrane-Orcutt estimation of an autocorrelated model
olsc1 — Cochrane-Orcutt estimation of an autocorrelated model
olspec — ordinary least squares with specification tests
olst — ols with t-distributed errors
ridge — ridge regression
robust — robust regression
rolreg — Compute rolling or recursive out-of-sample prevision
statfore — static forecast
theil — Theil-Goldberger mixed estimator