Toolbox: grocer

Title: GROCER

Summary: Comprehensive econometric toolbox

Version: 1.63

Author: Eric Dubois and Emmanuel Michaux

Maintainer: Eric Dubois <grocer.toolbox@free.fr>

Category: Data Analysis And Statistics

Entity: GROCER team

WebSite: http://dubois.ensae.net/grocer.html

URL: http://atoms.scilab.org/toolboxes/grocer/1.63

License: CeCILL

ScilabVersion: >= 5.4

Depends: ~ quapro any

Date: 2014-07-24 23:02:41

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
 

