October 31st, 2001, 7:03 am
For example can anyone tell me how can i run Hansen's Generalised Method of Moments methodology? Or Johansen's cointegration? Can you propose any software for the above? Any problems with this tool?I hope you got the hint.RegardsAnthis >>Anthis, the mentioned by Scolar soft usually contains standard rather extensive linear algebra packages. Using these packages you can easilyto code any cointegration and other algorithms. However, if you want more specific answer, give me please a reference on the methods you are looking forBriefly speaking:Matlab & Mathematica: universal if you have corresponding toolbox, butrather expenisiveS+(Splus) is more less the same but has more acsent on statistics and related things. Probably, there you can find exactly what you wantScilab is a free clone Matlab. Very nice and powerful, absolutely freebut the number of toolboxes still is much less than in Matlab.If you take scilab I could help you.Scilably yoursSasha