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ATOMS : GROCER details
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GROCER

Comprehensive econometric toolbox
(1247 downloads for this version - 27398 downloads for all versions)
Details
Version
1.54
A more recent valid version exists: 1.73
Author
Eric Dubois and Emmanuel Michaux
Owner Organization
GROCER team
Maintainer
Eric Dubois
License
Dependency
Creation Date
October 28, 2012
Source created on
Scilab 5.3.x
Binaries available on
Scilab 5.3.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 (2)
[7.98 MB]
OS-independent binary for Scilab 5.3.x
Binary version
Automatically generated by the ATOMS compilation chain

[4.26 MB]
Source code archive

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