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MathGroup Archive 2000

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Econometrics with Mathematica?

  • To: mathgroup at
  • Subject: [mg23542] Econometrics with Mathematica?
  • From: kkeiber at
  • Date: Sat, 20 May 2000 03:10:20 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

Does anybody have experience in doing econometrics with mathematica? If
this is the case can you recommend the use of mathematica for
econometrics? Are there any constraints concerning the length of time

Have anybody already implemented the Generalized Method of Moments
estimation procedure (Hansen [1982]) in Mathematica?

Regards, Karl

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