Scilab Home Page | Wiki | Bug Tracker | Forge | Mailing List Archives | Scilab Online Help | File Exchange
ATOMS : GROCER details

GROCER

Comprehensive econometric toolbox
(1643 downloads for this version - 62164 downloads for all versions)
Details
Version
1.84
Author
Eric Dubois and Emmanuel Michaux
Owner Organization
GROCER team
Maintainer
Eric Dubois
License
Creation Date
November 21, 2021
Source created on
Scilab 6.1.x
Binaries available on
Scilab 5.5.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit macOS
Scilab 6.0.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit macOS
Scilab 6.1.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit macOS
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 allows to build, estimate and simulate backward macroeconomic models


GROCER comes with 2 new types of data useful to an econometrician: time series
and matrices of time series.


You will also find at http://grocer.toolbox.free.fr/grocer.html
a user manual and information on recent modifications made to Grocer.
            
Files (4)
[31.47 MB]
OS-independent binary for Scilab 5.5.x

[34.02 MB]
OS-independent binary for Scilab 6.0.x

[33.99 MB]
OS-independent binary for Scilab 6.1.x

[28.02 MB]
Source code archive

News (0)
Comments (0)