TSP (Times Series Processor) 4.3 [Tsp International]

TSP is a complete language for the estimation and simulation ofeconometric models. It features easy-to-use, free-format command and datainput; all the standard econometric estimation methods, such as OLS,Instrumental Variable, Nonlinear Systems Estimation, Generalized Methodof Moments, FIML, LIML, Maximum Likelihood Estimation of QualitativeDependent Variable Models, ARIMA, Kalman Filter, and ARCH; and other timeseries techniques. The program has flexible data transformation withmany built-in functions and matrix algebra. TSP is a worldwide standardfor econometric estimation, with more than 2 installations.

Language: FORTRAN
Source Avail: No
Product Special Handling: None.
Operating Systems: Solaris Sparc 1.0,2.0,2.1,2.2,2.3,2.4

Tsp International
PO Box 61015 Station A
Palo Alto, CA 94306
USA
Phone: (415) 326-1927
Fax: (415) 328-4163

Data Analysis

TSP (Times Series Processor) 4.3

Tsp International