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Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View


  • Dubois

    (Minstère de l'Economie, des Finances et de l'Industrie - Paris- France)


Grocer is an econometric toolbox for Scilab, a free opensource matrix- oriented toolbox similar to Matlab and Gauss. It contains more than 50 econometric different methods, with many variants and extensions. Most standard econometric tools are available. Grocer contains also two original econometric tools: a function allowing the 'automatic' estimation of the 'true model' starting from a more general and bigger one, a method that provides the most thorough expression of the so- called LSE econometric methodology; a function calculating the contributions of exogenous variables to an endogenous one.

Suggested Citation

  • Dubois, 2005. "Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View," Econometrics 0501014, EconWPA.
  • Handle: RePEc:wpa:wuwpem:0501014
    Note: Type of Document - pdf; pages: 28. software available at

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    References listed on IDEAS

    1. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
    2. Kevin D. Hoover & Stephen J. Perez, 1999. "Data mining reconsidered: encompassing and the general-to-specific approach to specification search," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 167-191.
    3. Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May.
    4. Mico Mrkaic, 2001. "Scilab as an econometric programming system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 553-559.
    5. David F. Hendry & Hans-Martin Krolzig, 1999. "Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 202-219.
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    More about this item


    econometric software; estimation; general to specific; contributions;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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