
Econometric software
reviews involving TSP
Note: reviews are ordered most recent first. Revised 16 Oct 2001
Sebastien Laurent, and Jean-Philippe Peters, G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models, Journal of Economic Surveys 16, 2002, pp.447-485
Chris Brooks, Simon P. Burke, and Gita Persand, Benchmarks and the accuracy of GARCH model estimation, International Journal of Forecasting 17, 2001, pp.45-56
Bruce McCullough, Econometric Software Reliability: EViews, LIMDEP, SHAZAM, and TSP, Journal of Applied Econometrics 14, 1999, pp.191-202
Bruce McCullough, and Charles Renfro, Benchmarks and software standards: a case study of GARCH procedures, Journal of Economic and Social Measurement 25, 1998, pp.59-71
Chris Brooks, GARCH Modelling in Finance: A Review of the Software Options, The Economic Journal, July 1997
Julian Silk, TSP 4.4: A Review, Journal of Applied Econometrics, July-August 1997
Julian Silk, Systems Estimation: A Comparison of SAS, SHAZAM, and TSP, Journal of Applied Econometrics, 1996, pp.437-450
Junghun Kim and Pravin K. Trivedi, Econometric Time Series Analysis Software, The American Statistician, November 1994
Peter Sephton and Hans Larsen, Time series packages for 386 PCs, Economic and Financial Computing, Winter 1993
Jeffrey MacKie-Mason, Econometric Software: A User's View, Journal of Economic Perspectives, Fall 1992, pp.165-187.
a. Data tranformations - Compustat panel, using CUSIP as char i.d., dropping firms with < N years of good data, merging in annual tax data.
b. 3SLS w/ het-robust SEs
c. Panel/VarComp unbalanced/balanced
d. Cox proportional hazards model
Pierre Blanchard, Software Review, in The Econometrics of Panel Data, L. Matyas and P. Sevestre (eds.), Kluwer Academic Publishers, 1992, pp. 521-546
Robert S. Rycroft, Microcomputer Software of Interest to Forecasters in Comparative Review, International Journal of Forecasting, 1993, pp. 531-575
Floor van Nes and Arie ten Cate, Software for econometric research with a personal computer, International Journal of Forecasting, 1989, pp. 263-278
If you have any
questions or comments about TSP please send an email to info@tspintl.com.
Comments or
questions about this website should also be sent to the info@tspintl.com.
Lost? Please consult the site map.