Tsp Econometrics Software

TSP features. Easy-to-use free format command and data input; All the standard econometric estimation methods, such as OLS, instrumental variables, LIML, nonlinear systems estimation, generalized methods of moments, FIML, maximum likelihood for qualitative dependent variable models, ARIMA, Kalman filter, ARCH, VAR, and other time series techniques (complete feature list).
TSP (econometrics software) TSP is a complete programming language for the estimation and simulation of econometric models. TSP stands for 'Time Series Processor', although it is also commonly used with cross section and panel data. The company behind the program is TSP International which was founded in 1978 by Bronwyn H.

Tsp Econometrics Software Pdf
Tsp Software Econometrics
Free Econometrics Software Download

McCullough, B.D. 'Econometric Software Reliability: Eviews, LIMDEP, TSP and SHAZAM.' Journal of Applied Econometrics 14(1999):191. McCullough, B.D. 'Benchmarking Numerical Accuracy: A Review of RATS v4.2.' Journal of Applied Econometrics 12(1997):181-190. Some research suggests exercising care in using EXCEL and other spreadsheet programs for.

TSP (Time Series Processor)
Stable release
Developer(s)	TSP International
Operating system	Windows Mac OS X Linux
Type	Programming language Econometric software
License	Proprietary
Website	www.tspintl.com

TSP is a programming language for the estimation and simulation of econometric models. TSP stands for 'Time Series Processor', although it is also commonly used with cross section and panel data. The program was initially developed by Robert Hall during his graduate studies at Massachusetts Institute of Technology in the 1960s.^[1] The company behind the program is TSP International which was founded in 1978 by Bronwyn H. Hall,^[2] Robert Hall's wife. After their divorce in April 1983, the asset of TSP was split into two versions, and subsequently the two versions have diverged in terms of interface and types of subroutines included.^[3] One version is TSP, still developed by TSP International. The other version, initially named MicroTSP,^[4] is now named EViews, developed by Quantitative Micro Software.

Supported data formats[edit]

Stata dta files up to version 11
Databank format (.DB)

References[edit]

^Renfro, Charles G. (2004). Computational Econometrics: Its Impact on the Development of Quantitative Economics. IOS Press. pp. 390–91. ISBN9781586034269.
^Renfro, Charles G. (2009). The Practice of Econometric Theory: An Examination of the Characteristics of Econometric Computation. Springer. pp. 241–246. ISBN9783540755715.
^A Quick Guide to TSP
^Doti, James L.; Adibi, Esmael (1987). Econometric Analysis with MicroTSP Student Software: An Applications Approach. Englewood Cliffs, NJ: Prentice Hall. ISBN0-13-224114-5.

External links[edit]