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 1 - A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates Browse Website open in new window
    
  07-January-2012 
By Chihwa Kao.


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 2 - Adaptive Logistic Basis Function Regression (ALB) Browse Website open in new window
    
  07-January-2012 
Fortran 77 code by Peter M. Hooper.


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 3 - AR and ARFIMA models Browse Website open in new window
    
  07-January-2012 
Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.


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 4 - ARMA and Kalman Filter model estimation Browse Website open in new window
    
  07-January-2012 
By J. Newton


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 5 - Autoregressive model estimation Browse Website open in new window
    
  07-January-2012 
Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.


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 6 - Autoregressive to Anything (ARTA) Browse Website open in new window
    
  07-January-2012 
Code by Marne C. Cario and Barry L. Nelson to simulate stationary time series with arbitrary marginal distributions and feasible autocorrelation structure specified through lag p.


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 7 - Bayesian Analysis, Computation and Communication (BACC) Browse Website open in new window
    
  07-January-2012 
By John Geweke.


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 8 - Bayesian estimation of affine models Browse Website open in new window
    
  07-January-2012 
Fortran 77 code by Chris Lamoureux.


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 9 - Bispectrum Test Browse Website open in new window
    
  07-January-2012 
Code for bispectrum test of Melvin Hinich.


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 10 - Classical Item Analysis Browse Website open in new window
    
  07-January-2012 
Program by Seock-Ho Kim for classical item analysis for tests that consist of multiple-choice or true-false items. In addition to item statistics for each item response, the program provides summary statistics of the total score, coefficient alpha, an...


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