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correlation matrix of several series | |
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covariance matrix of several series | |
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instrumental variables and two stage least squares regression | |
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computes a Kernel density estimation or regression | |
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Least Absolute Deviations estimation (median regression) | |
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Limited Information Maximum Likelihood | |
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Least Median Squares estimation | |
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Linear programming (with constraints) | |
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mean, standard deviation, minimum, maximum, sum, variance, skewness, kurtosis for a list of series | |
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Ordinary Least Squares (linear regression), can use weights | |
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panel data estimation (total, within, between, variance components) | |
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describes specification of Polynomial Distributed Lag variables (Almon lags), and Shiller Lags; used in OLSQ, INST, AR1, PROBIT, TOBIT | |
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Principal Components (simple factor analysis) |