Garch Software

 

Matrixer - matrixer.narod.ru

The homepage of Matrixer econometric software. Russian econometrics freeware. English shareware version

econometrics regression probit logit heteroskedasticity arma arima dickey-fuller fiml mle 2sls 3sls nonparametric kernel tobit poisson snp quantile regression

 

RATS - estima.com

RATS, by Thomas Doan, is an econometrics/time-series analysis software package

estima rats econometrics regression analysis time series forecasting vector autoregression arima box-jenkins var cointegration kalman filter cats bayesian spectral arch impulse responses

 
 
 

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