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ATOMS : GROCER details
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Comprehensive econometric toolbox
(12 downloads for this version - 28787 downloads for all versions)
Eric Dubois and Emmanuel Michaux
Owner Organization
Eric Dubois
Creation Date
February 13, 2018
Source created on
Scilab 6.0.x
Binaries available on
This toolbox is in the process of being built
            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

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
to find the Grocer version adapted to your Scilab version. 

You will also find at
a user manual and information on recent modifications made to Grocer.
Files (1)
[5.04 MB]
Source code archive

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