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Econometrics Toolbox 1.1

Model and analyze financial and economic systems using statistical methods.


Last Week downloads: 0
Total downloads: 1,770
  • Last Updated: Mar 25, 2009
  • License: Shareware $1,000.00
  • OS: Windows XP/2000/98/Mac OS X/Linux
  • Requirements: For Matlab

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For Econometrics Toolbox 1.1Publisher's description


Econometrics Toolbox is a Home & Education software developed by The MathWorks, Inc.. After our trial and test, the software is proved to be official, secure and free. Here is the official description for Econometrics Toolbox:

BrothersoftEditor: Econometrics Toolbox™ provides functions for modeling economic data. It enables econometricians and financial professionals to select and CaliBrate economic models for use in simulation and forecasting. Capabilities include univariate ARMAX/GARCH composite models with several GARCH variants, multivariate VARMAX models, Monte Carlo methods for linear and nonlinear stochastic differential equations, and a variety of diagnostic tests.

Key Features
Univariate ARMAX/GARCH composite models, with EGARCH, GJR, and other variants
Multivariate VARX and VARMAX simulation and forecasting
Dickey-Fuller and Phillips-Perron unit root tests
Monte Carlo simulation of stochastic differential equations (SDEs), including Brownian Motion, CEV, CIR, Hull-White, Vasicek, Heston stochastic volatility, and user-defined SDEs
Statistical tests, including likelihood ratio, Engle’s ARCH, and Ljung-Box Q
Diagnostic tools, including AIC/BIC model selection and partial-, auto-, and cross-correlation functions
Hodrick-Prescott filter for business-cycle Analysis
you can free download Econometrics Toolbox 1.1 now.

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Please be aware that Brothersoft do not supply any crack, patches, serial numbers or keygen for Econometrics Toolbox,and please consult directly with program authors for any problem with Econometrics Toolbox.