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ECONOMETRICS - University of Wisconsin–Madison ~ ECONOMETRICS BRUCE E. HANSEN ©2000, 20211 University of Wisconsin Department of Economics This Revision: January 3, 2021 Comments Welcome 1This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.
TSP: Estimationa and simulation modelling software ~ TSP features. Easy-to-use free format command and data input; All the standard econometric estimation methods, such as OLS, instrumental variables, LIML, nonlinear systems estimation, generalized methods of moments, FIML, maximum likelihood for qualitative dependent variable models, ARIMA, Kalman filter, ARCH, VAR, and other time series techniques (complete feature list).
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APPLIED TIME SERIES ECONOMETRICS ~ is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics, and Econometric Reviews.He has published extensively in learned journals and books and is author, coauthor and editor of several books on econometrics and time series analysis. Professor
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Introductory Econometrics: A Modern Approach ~ v Chapter 1 The Nature of Econometrics and Economic Data 1 PART 1: Regression Analysis with Cross-Sectional Data 21 Chapter 2 The Simple Regression Model 22 Chapter 3 Multiple Regression Analysis: Estimation 68 Chapter 4 Multiple Regression Analysis: Inference 118 Chapter 5 Multiple Regression Analysis: OLS Asymptotics 168 Chapter 6 Multiple Regression Analysis: Further Issues 186
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TSP (econometrics software) - Wikipedia ~ TSP is a programming language for the estimation and simulation of econometric models. TSP stands for "Time Series Processor", although it is also commonly used with cross section and panel data. The program was initially developed by Robert Hall during his graduate studies at Massachusetts Institute of Technology in the 1960s. The company behind the program is TSP International which was .
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