Part VI. Single equation regressions
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
- olsarma — ordinary least squares with ARMA errors
- olsarma1 — ordinary least squares with ARMA errors
- 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
- olspec — ols with t-distributed errors
- qreg — quantile regression estimation
- qreg1 — quantile regression estimation
- ridge — ridge regression
- robust — robust regression
- rolreg — Compute rolling or recursive out-of-sample prevision
- statfore — static forecast
- theil — Theil-Goldberger mixed estimator