Econometrics

*To*: mathgroup at yoda.physics.unc.edu*Subject*: Econometrics*From*: Athanasios Orphanides <fed!m1axo99 at uunet.uu.net>*Date*: Fri, 25 Sep 92 12:59:24 -0400

Is anyone aware of packages designed to do econometrics in Mathematica? I am trying to evaluate the merits of switching to Mathematica from other programs for some econometric analysis and would appreciate any information in this regard. I am aware of the Statistics package that comes standard. But in addition to linear regressions for undated data I would like to see if anybody has implemented: (a) the concept of a time series (dated vectors) (b) the concept of equation or model for estimation and simulation (c) forecasting from estimated equations (d) linear system estimation (e) nonlinear least squares (f) maximum likelihood estimation (g) missing value handling etc. Any input would be appreciated Athanasios Orphanides Federal Reserve Board