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Title

Econometrics.m: A Basic Package for Econometrics
Author

David A. Belsley
Journal / Anthology

The Mathematica Journal
Year: 1990
Volume: 1
Issue: 1
Page range: 95-101
Description

This article describes a package for econometric calculations that contains functions for ordinary and two-stage least-squares, block regression and instrumental-variables estimation. Specific commands and overall design issues are discussed, and an example of use is shown. The package implements many useful economics and statistical funtions including regression, least squares, IV estimation, lags and leads, correlations, and means.
Subject

*Business and Economics
Keywords

Economics, lag, lead, regression, least squares, iv, correlation, mean, Reg, TwoStage, IV, lag, Mean, Correlation
URL

http://www.mathematica-journal.com/issue/v1i1/