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TSP
TSP is a complete language for the estimation and simulation of econometric models. It is a world-wide standard for econometric estimation, with over 2000 installations. TSP features: * easy-to-use free format command and data input, * all the standard econometric estimation methods, such as OLS, instrumental variables, nonlinear systems estimation, and generalized methods of movements, * FIML, LIML, maximum likelihood estimation of qualitative dependent variable models, ARIMA, Kalman filter, ARCH, and other time series techniques, and * flexible data transformation with many built-in functions and matrix algebra.
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Current Version: 4.4
License Type: Commercial
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