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GROCER

Comprehensive econometric toolbox
(50 downloads for this version - 26567 downloads for all versions)
Details
Version
1.73
Author
Eric Dubois and Emmanuel Michaux
Owner Organization
GROCER team
Maintainer
Eric Dubois
License
Dependency
Creation Date
March 11, 2017
Source created on
Scilab 6.0.x
Binaries available on
This toolbox is in the process of being built
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.

If you are working with older Scilab versions than 5.4.0, then go to http://dubois.ensae.net/grocer.html
to find the Grocer version adapted to your Scilab version. 

You will also find at http://dubois.ensae.net/grocer.html
a user manual and information on recent modifications made to Grocer.
            
Files (1)
[4.91 MB]
Source code archive

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