Econometrics.m provides OLS regression, instrumental variables and two-stage least squares, Theil mixed estimation, White standard errors, handles lags and differences, and performs the Belsley et al. regression diagnostics. This package is fully documented in the book "Economic and Financial Modeling with Mathematica", Hal Varian, editor, published by TELOS/Springer-Verlag, 1993, ISBN 0-387-97882-8. This version has been updated for Mathematica 6.0.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
M6B2302.
Size: Programming language: Mathematica Requires: Date of creation: 23 Nov 1996 Date of revision:
30 Mar 2008 Handle: RePEc:boc:bocode:m6b2302
Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC