
"I used TSP many years ago -- what is it like now?"
This is a relatively frequent question from people who visit our booth at AEA meetings. No doubt it is due to TSP's widespread use in the mainframe computer era of the 1970s and early 80s (primarily on IBM OS/MVS and DEC VAX/VMS).
For the benefit of former TSP users who are curious about the current version, and for the amusement of long-time TSP users, we provide a concise list of new features in TSP, by year and version number. Much more detailed lists of new features in recent versions (4.2A, 4.2B, 4.3, 4.4, 4.5, 5.0) are also available.
1966 TSP version 1
SMPL, LOAD, GENR, OLSQ, INST commands -- limited to 4 letters on IBM 1620 computer (32K memory) in the basement of the Sloan Computer Facility (MIT). Written by Robert E. Hall with assistance from Charles W. Bischoff, Robert J. Gordon, and Richard C. Sutch.
1970 TSP 2
LSQ, SET, CONST, PARAM. Written by Robert E. Hall with Thomas J. Moore and James Brundy. LSQ does single equation nonlinear least squares with automatic analytic (first) derivatives, setting a standard for the use of analytic derivatives in TSP's nonlinear estimation.
1973 TSP 2.3
Multi-equation LSQ, ANALYZ, DIVIND. Written by Bronwyn H. Hall, with advice from Ernst Berndt, and Dale W. Jorgenson. ACTFIT, CORC and HILU from Ray Fair.
1976 TSP 3.1
FIML, COLECT/SOLVE, databank, double precision version. Written by Bronwyn H. Hall.
1978 TSP 3.4
SIML, SMPLIF, new User's Manual. Now distributed by Bronwyn H. Hall from TSP International at Stanford.
1980 TSP 3.5
AR1 (replaces CORC, HILU), FORCST. AR1 written by Sean R. Becketti.
1983 TSP 4.0
FREQ, dated SMPL, missing value handling, text error messages instead of numbers, Reference Manual, by Bronwyn H. Hall. BJIDENT, BJEST, BJFRCST by Sean R. Becketti. Filename handling in READ/WRITE on VAX/VMS by Clint Cummins.
1986 TSP 4.1
LOGIT, PROBIT, TOBIT, SAMPSEL, ML, EQSUB, by Clint Cummins. Interactive IBM PC version by Rebecca Schnake.
1989 TSP 4.1B
PC/386 TSP - extended memory and video graphics. All further development by Clint Cummins.
1990 TSP 4.2A details
GMM, ARCH, KALMAN, PANEL, CDF, MATRIX (algebra), HELP, expanded regression diagnostics. Apple Macintosh port.
1993 TSP 4.2B details
LAD, spreadsheet files, adjustable memory on PC, hardcopy graphics on PC.
1995 TSP 4.3 details
COINT/UNIT, adjustable memory on all platforms, matrix double subscripts.
1997 TSP 4.4 details
FREQ(PANEL), BJEST(EXACTML), ML PROC, long variable names, exact Durbin-Watson P-value. TSP Through the Looking Glass (TLG) Windows interface, by Chris E. Hall.
1999 TSP 4.5 details
ORDPROB, POISSON, NEGBIN, LMS, CNORM2() function. AR1, ARCH improved. GiveWin Windows interface, by Jurgen A. Doornik.
2005 TSP 5.0 details
Improved panel estimation in many commands (FEI, REI, REIT). Censored quantile estimation, KERNEL, INTERVAL, improved GiveWin graphics.
2009 TSP 5.1 details
Oxmetrics compatibiliry, linear programming LP, panel robust SEs, ANALYZ for series, improved graphics and file reading.
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