《计量经济软件》(SHAZAM)10
电驴资源
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| [计量经济软件].SHAZAM.10.rar | 89.44 MB |
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电驴资源简介
中文名: 计量经济软件英文名: SHAZAM版本: 10发行时间: 2004年07月制作发行: University of British Columbia地区: 加拿大简介:
http://cn.pg.photos.yahoo.com/ph/arounddar...
descriptive statistics, calculation of price indexes, moving averages, exponential smoothing, seasonal adjustment, financial time series, ARIMA (Box-Jenkins) time series models, Dickey-Fuller and Phillips-Perron unit root tests, tests for cointegration, nonparametric density estimation;
OLS estimation, restricted least squares, weighted least squares, ridge regression, distributed lag models, generalized least squares, estimation with autoregressive or moving average errors, estimation with heteroskedastic errors, ARCH and GARCH models, Box-Cox regressions, probit models, logit models, tobit models, estimation using regression quantiles (including MAD estimation), regression with non-normal errors (including exponential regression, beta regression and poisson regression), regression with time varying coefficients, nonparametric methods, generalized entropy methods, fuzzy set models;
linear and nonlinear hypothesis testing, calculation of confidence intervals and ellipse plots, computation of the Newey-West autocorrelation consistent covariance matrix, regression diagnostic tests (including tests for heteroskedasticity, CUSUM tests, RESET specification error tests), computation of p-values for many test statistics (including the p-value for the Durbin-Watson test), forecasting;
nonlinear least squares, estimation of systems of linear and nonlinear equations by SURE, 2SLS and 3SLS, generalized method of moments (GMM) estimation, pooled time-series cross-section methods;
principal components and factor analysis, principal components regression, linear programming, minimizing and maximizing nonlinear functions, solving nonlinear simultaneous equations.
前些日子我发布了SHAZAM 9,因为那是本人第一次发布东西，很不专业。
这次发布的是SHAZAM 10,也是目前这个软件最新的版本。
关于这个软件，上面的说明我想足够了，考虑到使用人群的有限性和专业性，这里我就不翻译了。
因为课程的原因，我也没对这个软件有什么太深入地研究。只是知道这个软件在主要用来做regression和相关的test。
shazam的体积非常小。安装后只有不到40MB,而且好像可以直接拷贝在U盘里使用。（我没试过，听同学说的，不行的话大家别骂我：）
最后说明，这个软件是UBC给我们学校的授权版，每个学生只要交10个加币就可以买到一个copy。不用注册。但是我不能确定使用期限到什么时候。
http://cn.pg.photos.yahoo.com/ph/arounddar...
descriptive statistics, calculation of price indexes, moving averages, exponential smoothing, seasonal adjustment, financial time series, ARIMA (Box-Jenkins) time series models, Dickey-Fuller and Phillips-Perron unit root tests, tests for cointegration, nonparametric density estimation;
OLS estimation, restricted least squares, weighted least squares, ridge regression, distributed lag models, generalized least squares, estimation with autoregressive or moving average errors, estimation with heteroskedastic errors, ARCH and GARCH models, Box-Cox regressions, probit models, logit models, tobit models, estimation using regression quantiles (including MAD estimation), regression with non-normal errors (including exponential regression, beta regression and poisson regression), regression with time varying coefficients, nonparametric methods, generalized entropy methods, fuzzy set models;
linear and nonlinear hypothesis testing, calculation of confidence intervals and ellipse plots, computation of the Newey-West autocorrelation consistent covariance matrix, regression diagnostic tests (including tests for heteroskedasticity, CUSUM tests, RESET specification error tests), computation of p-values for many test statistics (including the p-value for the Durbin-Watson test), forecasting;
nonlinear least squares, estimation of systems of linear and nonlinear equations by SURE, 2SLS and 3SLS, generalized method of moments (GMM) estimation, pooled time-series cross-section methods;
principal components and factor analysis, principal components regression, linear programming, minimizing and maximizing nonlinear functions, solving nonlinear simultaneous equations.
前些日子我发布了SHAZAM 9,因为那是本人第一次发布东西，很不专业。
这次发布的是SHAZAM 10,也是目前这个软件最新的版本。
关于这个软件，上面的说明我想足够了，考虑到使用人群的有限性和专业性，这里我就不翻译了。
因为课程的原因，我也没对这个软件有什么太深入地研究。只是知道这个软件在主要用来做regression和相关的test。
shazam的体积非常小。安装后只有不到40MB,而且好像可以直接拷贝在U盘里使用。（我没试过，听同学说的，不行的话大家别骂我：）
最后说明，这个软件是UBC给我们学校的授权版，每个学生只要交10个加币就可以买到一个copy。不用注册。但是我不能确定使用期限到什么时候。