计量软件评述、经验(强烈推荐),不看会后悔的
最近经常听到网友想知道数学模型在区域经济学中应用到什么程度,要用到什么软件,应用都什么程度。本人在国外刚好看到有这方面的介绍,现copy给大家(是英文,不过很简单,我没时间翻译了,相信大家理解没问题),再结合自己的使用经验,分析一下几种常用软件使用的优劣势。
Econometric software package information
Amos
This package is designed for estimating linear structural equation models. It is particularly well suited for models with latent variables or measurement error components. Bootstrap methods are provided for the computation of standard errors. While this is not a general purpose econometrics package, it is useful in specialized applications. A free student version is available for Windows and OS/2 platforms.
AREMOS
This package, provided by Global Insight, is primarily designed for the analysis and manipulation of time-series and panel data. AREMOS estimates OLS, 2SLS, 3SLS, ARIMA, VAR, cointegration, and some nonlinear models. It is available on Windows platforms.
Autobox
A package that automates the identification of ARIMA and transfer function models. This package is available on DOS, Windows, and RISC platforms.
BMDP
A classic package that estimates regression, logit, survival function, maximum likelihood (user-specified function), and ARIMA models. Available Windows 2000/XP platforms.
DataDesk
A Mac/Windows program designed for exploratory data analysis. Peforms basic regression analysis.
Dataplore
Dataplore is a full-featured package for the analysis of time-series data using a frequency domain approach. Academic users may download evaluation copies of the software for Windows, Linux, and Sun Solaris platforms.
EasyReg
This package contains a wide variety of estimators for cross-sectional and time-series models. In addition to standard regression models, this package also estimates a variety of limited dependent variable (such as logit, probit, and Tobit models) and time-series models (including ARMA error processes, ARCH tests, VAR models, and tests for unit roots and cointegration). The program and sample data sets are downloadable from this site. This powerful software package operates on Windows platforms.
EasyPlot
A 3D data plotting package that will estimate some nonlinear relationships.
Egwald Statistics - Multiple Regression
This online regression package, created by Elmer G. Wiens, allows the user to estimate multiple regression models online (including models with parameter restrictions).
Epicure
A statistical package designed to deal with risk models.
EQS - Structural Equation Modeling Software
A package for estimating LISREL-type models.
EViews (Quantitative Micro Software)
The modern windows based replacement to the very popular MicroTSP package. This package offers state of the art time-series modelling capabilities and a good variety of single equation and simultaneous equation regression models. A variety of limited dependent variable, panel data, and ARCH models are also included to provide a very well-rounded econometrics package. Remote access to web-based data files is possible. Available for Windows.
Fair-Parke program
This program may be used to estimate systems of simultaneous equations (including rational expectations and autocorrelated error models). It is available in either an executable form for MS-DOS machines or as FORTRAN source code for other platforms.
First Bayes
A software package designed to teach Bayesian statistics. This package runs on Windows platforms and a download available at this site. (There is no charge for educational users.)
Frontier
This software package, written by Tim Coelli, provides a maximum likelihood estimator for the parameters of frontier regression models. This may be used for the estimation of cost or production functions with truncated normal error terms. It allows for time-variant and time-invariant efficiencies and may be used with either cross-sectional or panel data.
GAMS (General Algebraic Modeling System)
This is a modeling system that can be used for a variety of statistical, econometric, and other mathematical models. Model libraries are available for downloading.
Gauss
This econometrics package/matrix programming language is one of the most popular among those working with maximum likelihood estimators. Gauss is available on Dos, Windows, and Unix platforms. This site contains online tutorials and links to several libraries of Gauss code. Links to a variety of Gauss resources may be found at American University or at Eric Zivot''s Gauss Resources page.
GB-Stat
A reasonably comprehensive statistics package that can be used for many econometric applications. It is available for Windows or Mac platforms.
G*Power
A free software program that computes t, F, and Chi-Squared statistics and computes the power of an experimental test. PC and Mac versions are available and may be downloaded from this site.
GQOPT
The classic nonlinear optimization package that contains a large variety of options to solve difficult maximum likelihood problems. This package, written in Fortran, requires a user-written Fortran subroutine to evaluate the likelihood function. The user may also specify analytic derivatives (as a subroutine) or use a choice among a variety of built-in numerical derivative routines. Available for DOS, Windows, and mainframe environments. (A Fortran compiler is also required.)
Gretl
The Gnu Regression, Econometrics and Time-series Library (gretl) is a very useful econometrics package developed by Allin Cottrell. It offers a very easy to use graphical interface and a growing collection of statistical and econometrics routines.
Grocer
This is an econometrics toolkit for Scilab, a matrix processing language similar to Gauss and Matlab. Grocer and Scilab are both free open-source projects. Grocer provides an automatic general-to-specific model estimator that is analagous to PC-GETS. Estimators for 2SLS, SUR, 3SLS, VAR, VEC, VARMA, and GARCH models are also part of this package.
JMP
A package that contains a variety of ANOVA, regression, ARIMA, and time-series smoothing models.
Leading Market Technologies (producers of EXPO - a statistical package designed for financial analysts)
This site contains information about the EXPO package (a free student version is available).
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