Matrixer

Matrixer 5.1

Free
Matrixer is a piece of software especially suited for teaching econometrics
5.0  (1 vote)
5.1 (See all)

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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