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Student Support Forum: 'Re: Question on Matriz Algebra and Econometrics' topicStudent Support Forum > General > Archives > "Re: Question on Matriz Algebra and Econometrics"

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Alex Tabarrok
01/22/97 2:21pm

Reply to message #106 from Manuel Angel Perez, MBA, Ph.D. Student:
> Could you tell me whether Mathematica will handle the following
situation: > > 1. Setting: In an econmetrics class the student is
given data in rows and coluumns to build a regression model using
linear algebra. > > 2. Problem: Can the student use Mathematica to
read this data and to form the matrix of data where each data point
is an entry in the matix? > > 3. Proble: What output will be obtained
and where will be stored? > > 4. Problem: How much of econometrics
does Mathematica do? > > Thank you in advance for your asistance.
> > Manuel Perez, MBA, Ph.D. St. > Financial Macroeconomics > UNiversity
of Wisconsin, Madison > > Hal Varian has edited two books the first
of which is called Economic and Financial Modelling with Mathematica
c.1993, Telos. In the book you will find a description of a package
for doing econometrics with MMA. The book comes with a disk with all
the packages, they can also be downloaded, I beleive, from the MathSource
section of this web site or from the Telos web site. If you just want
to run a few linear regressions and not buy another program the MMA
package will be fine - it helps also if you already know MMA. Otherwise
I would suggest buying or using at your university a one of the standard
econometrics program like EViews (time series), Limdep, RATS or Shazam.


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