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>> Single equation regressions
Single equation regressions
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
deming
—
deming linear estimation
deming1
—
deming linear estimation
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
olst
—
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
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