![]() ![]() various business cycle tools: HP, Baxter-King and Christiano-Fitzgeraldįilters, the Bry-Boschan-Harding-Pagan procedure for the dating of turning unit root tests (ADF, KPSS.), panel unit roots and cointegration methods (CADF, Johansen.) the Kalman filter and time varying parameters estimation the Generalized Method of Moments (GMM) Specification tests (multicolinearity, autocorrelation, heteroskedasticity, ![]() ![]() Probit (with 2 or more variables) tobit multivariate logit basic estimation with limited dependent variables: ordered logit and Variables, non linear least squares, robust methods, quantile regression.) ordinary least squares and various single equation methods (autocorrelated models, instrumental Like Scilab, Grocer is free and open source. With Scilab versions from the 5.5.0 (I do not maintain Grocer anymore for older Scilab versions). What is grocer? / Grocer capabilities / Download / What's new / Grocer citations / e-mail / Additional Grocer and Scilab material / HomeĪ matrix-oriented software similar to Gauss and Matlab, that I have developed,įirst alone and since 2005 with Emmnanuel Michaux. (Painting by Marion Dubois: thanks Marion! for more pictures see Marion's web page ) Grocer: an econometric toolbox for Scilab ![]()
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