Matrixer

Matrixer is a piece of software especially suited for teaching econometrics.
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Matrixer Ranking & Summary

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  • Rating:
  • License:
  • Freeware
  • Publisher Name:
  • Alexander Tsyplakov
  • Operating Systems:
  • Windows
  • File Size:
  • 1.4 MB

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Matrixer Description

Matrixer is a piece of software especially suited for teaching econometrics and doing medium-scale applied research. It is small (in physical size, not in capabilities) and has smooth interface. Main features: -Linear regression -Binomial logit and probit -Ordered probit -Censored (tobit) and truncated regression -Poisson and negative binomial regressions -Regression with multiplicative heteroskedasticity -GARCH regression -Regression with ARMA errors -Box-Jenkins model (ARIMA) with dynamic forecasts -ARFIMA-FIGARCH (long-memory models) -(Generalized) instrumental variables estimator -Nonparametric regression -Nonparametric density estimation -Quantile regression -Simultaneous equations, 2SLS, 3SLS and FIML -Vector autoregression -Nonlinear regression -Nonlinear instrumental variables method -Method of maximum likelihood -Descriptive statistics (mean, variance, etc.) -Various data plots -Visual data description (histogram, spectral density estimate, autocorrelation function) -Table of correlations between variables -Probability calculator (normal, Student t, chi-square, Fisher F) -Dickey-Fuller test (additional files are needed) -Vector and matrix operations (that is why it was called Matrixer). -Small build-in programming language for writing macros -Table editor -Fast drawing of function plots according to formulas -3D plots -Powerful data import from text files (download examples) -Data export to several popular formats -History of commands


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