Descriptions of files in disk accompanying Economic and Financial
Modeling with Mathematica, Hal Varian, editor, TELOS/Springer-Verlag,
1993, ISBN 0-387-97882-8.
arima.m: The Arima package provides a unified set of tools for
manipulating autoregressive, moving average models.
Robert Stine. stine@wharton.upenn.edu
bayese.m: Tools for Bayesian econometics.
Eduardo Ley and Mark F.J. Steel. edley@eco.uc3m.es.
Key words: economics, econometrics, statistics, Bayes, Bayesian
bounded.m: This package provides tools for:
Deriving the mean, variance, pdf and cdf of:
1. Lower-truncated, upper-truncated and
doubly-truncated normal distributions.
2. Lower-censored, upper-censored and
doubly-censored normal distributions.
Colin Rose. colinr@extro.ucc.su.oz.au.
Key words: economics, exchange rates, stochastic processes, probability
cooperat.m: A Package for the Modelling and Solution of Cooperative Games.
Michael Carter. econ076@cantva.canterbury.ac.nz.
Key words: economics, game theory, cooperative games
influence.m: Influence Diagrams in Mathematica.
Robert Korsan. bobk@decide.com.
Key words: economics, Bayes, Bayesian, decision theory
johnson.m: Johnson System of Continuous Distributions From Four Moments.
Robert Korsan. bobk@decide.com.
Key words: economics, probability distributions.
diffuse.m: Diffusion processes.
Robert Stine and Michael Steele. stine@wharton.upenn.edu, steele@wilma.wharton.upenn.edu.
Key words: economics, stochastic processes, diffusion processes
blockmat.m: Block Matrix Manipulation Package.
David A. Belsley. belsley@bcvms.bc.edu.
Key words: economics, econometrics, statistics, matrix algebra
emetrics.m: Econometric Estimation Package.
David A. Belsley. belsley@bcvms.bc.edu.
Key words: economics, econometrics, statistics, matrix algebra,
statutil.m: Statistical Utilities Package.
David A. Belsley. belsley@bcvms.bc.edu.
Key words: economics, econometrics, statistics
gemodels.m: Generates numerical solutions and graphic representations
of general equilibrium models.
Asahi Noguchi. e01225@sinet.ad.jp.
Key words: economics, general equilibrium.
growth.m: This package provides procedures for computing Taylor
and Pade approximations to the solutions of optimal growth problems.
Kenneth L. Judd and Sy-Ming Guu. judd%hoover.bitnet@cornellc.cit.cornell.edu.
Key words: economics, optimal growth
itovsn3.m: Mathematica script for Symbolic Ito calculus.
Wilfrid S. Kendall. w.s.kendall@warwick.ac.uk.
Key words: economics, stochastic processes, diffusion processes
nash.m: Nash[game_] finds the Nash Equilibria of game, a game in
normal form.
John Dickhaut and Todd Kaplan. todd@atlas.socsci.umn.edu.
Key words: economics, game theory
optvalue.m: Comprehensive set of option valuation analysis for
Black-Scholes and binomial models. Includes functions for sentivity
analysis (delta, theta, etc.) and for constructing and evaluating
financial decision trees including binomial trees with early
exercise.
Ross M. Miller. millerrm@crd.ge.com.
Key words: economics, finance, options
aim.m: Mathematica code for implementing Anderson-Moore technique
for solving linear discrete time models.
Gary Anderson. gary_s_anderson@umail.umd.edu.
Key words: economics, growth, dynamic models, rational expectations,
macroeconomics
olg.m: Symbolic Algebra Programming for Analyzing the Long Run
Dynamics of Economic Models: An Investigation of Overlapping
Generations Models.
Gary Anderson. gary_s_anderson@umail.umd.edu.
Key words: economics, growth, dynamic models, rational expectations,
macroeconomics
finite.m: Determines optimal incentive mechanism in finite problem.
Todd Kaplan and Arijit Mukherji. todd@atlas.socsci.umn.edu, arijit@vx.acs.umn.edu.
Key words: economics, incentives, mechanism design
kuhntuck.m: Solves Kuhn-Tucker optimization problems.
Todd Kaplan and Arijit Mukherji. todd@atlas.socsci.umn.edu, arijit@vx.acs.umn.edu.
Key words: economics, optimization
symbopt.m: Tools for symbolic optimization.
Hal Varian. Hal.Varian@umich.edu.
Key words: economics, optimization