Econometrics Toolbox 1.2
Latest Features
Version 1.2
Released: 04 Sep 2009Version 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.
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Version 1.1
Released: 06 Mar 2009Version 1.1, part of Release 2009a, includes the following enhancements:
- Support for structural multiple time series models, including structural VAR, VARX, and VARMAX models
- New Lagrange multiplier and Wald tests for model misspecification
- Enhanced likelihood ratio testing for multiple model comparisons
See the Release Notes for details.
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