Эконометрическая страничка
КОМПЬЮТЕРНЫЕ ПРОГРАММЫ
(статистика и эконометрика)
| Статистические программы можно разделить на три типа:
1. Программы с удобным для пользователя графическим интерфейсом,
управляемые при помощи меню
2. Программы с неудобным интерфейсом в виде командной строки
3. Языки программирования со встроенными возможностями для стандартных
матричных и статистических вычислений
Конечно, реальная программа может включать 1, 2 и 3 в разных
пропорциях. К типу 1 в чистом виде можно, безусловно, отнести EasyReg,
а к типу 3 -- Ox.
"Учебные" программы программы обычно 1-го типа, а "исследовательские"
программы -- скорее 3-го. (Программы 2-го типа непривычному человеку
использовать не рекомендуется :-) )
Выбор программы часто определяется не удобством использования,
а наличием тех или иных специфических методов. Линейная регрессия
есть, конечно, везде. По поводу реализации других методов нужно
смотреть странички программ.
|
Программы:
Текст в кавычках взят из соответствующих описаний, и за его содержание
никто ответственности не несет :-)
| Stata (Stata Corporation) |
|
"Stata is used by medical researchers, biostatisticians, epidemiologists, economists, sociologists, political scientists, geographers, psychologists, social scientists, and other research professionals needing to analyze data."
Подробнее о пакете Stata на сайте Exponenta.ru |
| EViews (Quantitative
Micro Software) |
"EViews 7 offers academic researchers, corporations, government agencies, and students access to powerful statistical, forecasting, and modeling tools through an innovative, easy-to-use object-oriented interface.
EViews blends the best of modern software technology with cutting edge features. The result is a state-of-the art program that offers unprecedented power within a flexible, easy-to-use interface." |
| PcGive
(J. Doornik, Univ. of Oxford) |
| "PcGive Professional is an interactive econometric
modelling package. It provides a wide range of estimation and testing
procedures, from elementary least squares to cointegration analysis
and simultaneous equations modelling. The main components in PcGive
are: GiveWin, the front end where data is loaded, and text
and graphics output from the econometric modules is received; PcGive
for single equation modelling; PcFiml for VAR analysis, cointegration
and and simultaneous equations modelling, including dynamic forecasting." |
EasyReg
(Herman J. Bierens, Department of Economics, Pennsylvania State University)
Бесплатно!!! |
"EasyReg conducts various econometric estimation
and testing tasks under Windows 98/98/NT4, simply by clicking the
mouse. EasyReg is designed for use in empirical research (including
my own), and for teaching econometrics. In the latter case the user
can choose his or her own econometrics level. EasyReg is almost self-explanatory:
there should be no need for a manual, provided that the user chooses
the appropriate econometrics level."
"EasyReg does most of the econometrics tasks available in competing
commercial software and even more." |
| gretl,
Gnu Regression, Econometrics and Time-series Library (Allin Cottrell,
Department of Economics, Wake Forest University) |
|
"Gretl is a software package for econometric analysis, written
in the C programming language. Gretl is free software. You may redistribute
it and/or modify it under the terms of the GNU General Public License
(GPL) as published by the Free Software Foundation."
Это программа не только бесплатная,
но и распространяется с исходным кодом на Си, который можно модифицировать.
Программа многоплатформенная, работает под UNIX-подобными системами,
в частности, под Linux. Есть порт для Win32, который, как ни странно,
легко инсталлируется.
|
| RATS (Estima) |
| "RATS is a leading econometrics/time-series analysis
software package used worldwide by economists and others for analyzing
time series and cross sectional data, developing and estimating econometric
models, forecasting, and much more." |
| Shazam
(University of British Columbia, Canada) |
| "SHAZAM is a comprehensive computer program for
econometricians, statisticians, biometricians, sociometricians, psychometricians,
politicometricians and others who use statistical techniques. The
primary strength of SHAZAM is for the estimation and testing of many
types of regression models." |
| LIMDEP (Econometric
Software, Inc.) |
|
"Recognized for years as the standard for the estimation of limited
and qualitative dependent variable models, LIMDEP 7.0 is unsurpassed
in the breadth and variety of its estimation models. No other program
offers a wider range of regression, panel data, survival, frontier,
discrete and count data, and single and multiple equation linear
and nonlinear models - over 100 fully automated estimation models."
Доступна бесплатная учебная
версия EA/LimDep.
Предполагается, что с помощью нее можно обсчитать все те примеры,
которые есть в известном учебнике W.
Greene, Econometric Analysis. Ограничения: некоторые
специальные методы недоступны, не более 50 переменных, 1000 наблюбений,
15 параметров. Со страницы учебника можно скачать примеры и данные.
|
| Microfit (Oxford University Press Ltd & Camfit Data Limited, Prof. M.H. Pesaran and Dr. Bahram Pesaran) |
| "For the econometric analysis of time series data Microfit is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models." |
| TSP (TSP
International) |
| "TSP is a complete language for the estimation
and simulation of econometric models. FEATURES: All the standard econometric
estimation methods, such as OLS, instrumental variables, nonlinear
systems, generalized methods of moments, FIML, LIML, maximum likelihood
for qualitative dependent variable models, ARIMA, Kalman filter, ARCH,
and other time series techniques (complete feature list). Extensive
diagnostics and testing facilities. Flexible data transformation with
many built-in functions and matrix algebra. Offers a choice between
interactive use or full programming language for econometric methods
development." |
| XploRe
(MD Tech Method and Data Technologies) |
| "XploRe - the interactive statistical computing
environment. Developed for data analysis, research and teaching, XploRe
is a powerful tool for computational statistics. The main features
are: an extensive set of parametric and nonparametric methods incorporating
many state-of-the-art statistical modelling approaches; a high level
object oriented programming language; highly interactive graphics
for vivid presentation and exploration of data structures; a client/server
architecture with a fully capable Java interface; networking facilities
providing web-based use of methods and data; dynamic linking with
other procedural languages such as C++, Fortran or Pascal; an online
help system with a full documentation of all commands available in
XploRe; a set of tutorials to interactively guide you through the
use of statistical methods." |
Ox
(J. Doornik, Univ. of Oxford)
Программа без оболочки бесплатно |
| "Ox is an object-oriented matrix language with
a comprehensive mathematical and statistical function library. Matrices
can be used directly in expressions, for example to multiply two matrices,
or to invert a matrix. Use of the object oriented features is optional,
but facilitates code re-use. The syntax of Ox is similar to the C,
C++ and Java languages. This similarity is most clear in syntax items
such as loops, functions, arrays and classes." |
| Gauss (Aptech
Systems, Inc.) |
| "The GAUSS Mathematical and Statistical System
is a fast matrix programming language widely used by scientists, engineers,
statisticians, biometricians, econometricians, and financial analysts.
Designed for computationally intensive tasks, the GAUSS system is
ideally suited for the researcher who does not have the time required
to develop programs in C or FORTRAN but finds that most statistical
or mathematical "packages" are not flexible or powerful enough to
perform complicated analysis or to work on large problems." |
 А
эту программу вы можете скачать прямо отсюда
Matrixer
|
| Русскоязычный интерфейс. Под DOS и Windows 95
> . |
|
