Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
1992
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 1992

[Date Index] [Thread Index] [Author Index]

Search the Archive

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





  • Prev by Date: BMUG Maple V vs Mathematica 2
  • Next by Date: Re Text in graphics
  • Previous by thread: BMUG Maple V vs Mathematica 2
  • Next by thread: Econometrics