Econometrics Toolbox 2.0.1

Latest Features

Version 2.0.1

Released: 1 Sep 2011
 

Version 2.0.1, part of Release 2011b, includes bug fixes.

See the Release Notes for details.

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Version 2.0

Released: 8 Apr 2011
 

Version 2.0, part of Release 2011a, includes the following enhancements:

• Engle-Granger and Johansen cointegration tests
• Parameter estimation and constraint tests for cointegrated models
• VEC\VAR model conversion utilities
• Historical data sets for cointegration analysis

See the Release Notes for details.

Version 1.4

Released: 3 Sep 2010
 

Version 1.4, part of Release 2010b, includes minor enhancements.

See the Release Notes for details.

Version 1.3

Released: 5 Mar 2010
 

Version 1.3, part of Release 2010a, includes the following enhancements:

• New demo showing multivariate modeling of the U.S. economy
• New lag operator objects for data filtering and ARIM Amodeling
• New Leybourne-McCabe test for stationarity
• New historical data sets for calibrating economic models

See the Release Notes for details.

Version 1.2

Released: 4 Sep 2009
 

Version 1.2, part of Release 2009b, includes the following enhancements:

• Variance-ratio test for random walk
• KPSS stationarity test
• Enhanced Dickey-Fuller and Phillips-Perron unit root tests

See the Release Notes for details.