Toolbox: grocer

Title: GROCER

Summary: Comprehensive econometric toolbox

Version: 1.87

Author: Eric Dubois and Emmanuel Michaux

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

Category: Data Analysis - Statistics

Entity: private individuals

WebSite: // http://grocer.toolbox.free.fr/grocer.html

License: CeCILL

ScilabVersion: >= 5.5

Depends: 

Date: 2026-05-23

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 find at http://grocer.toolbox.free.fr/grocer.html
 a user manual and information on recent modifications made to Grocer.
 

