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HOME Programming Programming Languages Languages Fortran Fortran Source Code Source Code Statistics and Econometrics Statistics and Econometrics
 
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  07-January-2012 
Fortran 77 programs by Yong Zeng.



 
   
  07-January-2012 
Fortran 90 and 77 codes by W.H. Press and G.B. Rybicki, for fast inversion matrices of an exponential form arising from autocorrelation functions of Ornstein-Uhlenbeck processes.



 
   
  07-January-2012 
Allows one to estimate and analyze dynamic, nonlinear, simultaneous equations models. The models can be rational expectations models, and they can have autoregressive errors of any order. The estimation techniques include OLS, 2SLS, 3SLS, FIML, LAD, 2...



 
   
  07-January-2012 
Obtains a two-sided confidence interval on a coefficient of variation for data from a normal distribution.



 
   
  07-January-2012 
Fortran 90 code by Geir Evensen.



 
 96 - Econometrics Browse Website open in new window
   
  07-January-2012 
Code for Bayesian analysis of long memory and persistence using ARFIMA models, benchmark priors for Bayesian model averaging, estimation of demand systems through consumption efficiency, model uncertainty in cross-country growth regressions, and Bayes...



 
   
  07-January-2012 
Includes a Fortran 77 program for univariate and multivariate cubic spline regression.



 
   
  07-January-2012 
Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.



 
   
  07-January-2012 
By Phil Brierley. A genetic algorithm code is at http://www.philbrierley.com/main.html&code/gafortran.html&code/codeleft.html .



 
   
  07-January-2012 
Fortran 77 programs for correspondence analysis, by Jari Oksanen.


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