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

Listed author(s):
  • Dubois

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

Registered author(s):

    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.

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    File URL: http://econwpa.repec.org/eps/em/papers/0501/0501014.pdf
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    Paper provided by EconWPA in its series Econometrics with number 0501014.

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    Length: 28 pages
    Date of creation: 21 Jan 2005
    Handle: RePEc:wpa:wuwpem:0501014
    Note: Type of Document - pdf; pages: 28. software available at
    Contact details of provider: Web page: http://econwpa.repec.org

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    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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