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