gretl function packages

Oleh Komashko

0.71

2017-11-24

advanced treatment of marginal effects

Allin Cottrell

1.2

2010-12-17

Sequential addition of variables to a model

Oleh Komashko

0.055

2015-04-12

ADF-GLS test with interpolated p-values

Artur Tarassow

0.95

2018-04-10

ARDL Dynamic Multiplier Bootstrap Package

Allin Cottrell

0.4

2015-02-09

PDL (Almon lag) model

Oleh Komashko

0.13

2018-03-22

simulation of arima(p, d, q; P, D, Q)

Yi-Nung Yang

0.101

2017-09-22

Automatically determine and show the best ARMAX model based on either the AIC, BIC, or HQC criterion.

Allin Cottrell

0.3

2015-07-11

Confidence band plot

Marcos Larios Santa Rosa

0.3

2017-07-02

Bartlett's test for Homogeneity of Variance

Lee C Adkins

1.01

2015-07-07

Computes the Belsley, Kuh, Welch table of collinearity diagnostics for linear and nonlinear models

Marcin Błażejowski, ...

2.01

2017-06-29

Bayesian Model Averaging for the linear regression models with jointness measures

Artur Tarassow

1.0

2016-11-04

Logit + Probit model specifcation tests package

Riccardo "Jack" Lucchetti

2.0

2015-03-03

Beveridge-Nelson Decomposition

Pedro Isaac Chávez López

1.01

2014-05-13

Obtain the lambda value of a Box-Cox Transformation

Sven Schreiber

2.4

2018-01-30

Breitung-Candelon test of frequency-wise Granger (non-) causality

Ignacio Diaz-Emparanza

1.5

2015-02-18

Brown linear and quadratic trend models

Ignacio Diaz-Emparanza

1.3

2017-10-07

Basic Structural Model

Ignacio Diaz-Emparanza, ...

2.0

2018-02-15

Plots for seasonal time series

Ignacio Diaz-Emparanza, ...

1.21

2018-03-21

Seasonal stability tests

Yi-Nung Yang

0.8

2017-10-07

CARR models: ECARR and WCARR by Ray Y. Chou (2005, JCMB)

Riccardo Jack Lucchetti

1.01

2017-12-02

Christiano-Fitzgerald asymmetric filter

Andreas Noack Jensen and Sven Schreiber

1.1

2018-03-07

Cointegration stability tests (Hansen & Johansen)

Artur Tarassow

0.6

2018-04-13

Bootstrap single-eq. cointegration tests

Sven Schreiber

0.5

2017-02-22

Multivariate test for common stochastic trends

Riccardo "Jack" Lucchetti

0.32

2017-06-20

Simple Correspondence Analysis

Allin Cottrell

1.2

2016-10-29

Calculate model selection criteria

Sven Schreiber

0.6

2016-07-07

Calculates signal delays in frequency domain and their uncertainty

Marcin Blazejowski

1.041

2015-11-03

Dickey-Hasza-Fuller Seasonal Unit Root Test

Riccardo "Jack" Lucchetti

1.3

2016-01-26

Double-hurdle model

Giulio Palomba

1.2

2017-10-13

Diebold-Mariano test

F. Di Iorio and S. Fachin

1.1

2017-02-20

panel no-cointegration tests with bootstrap p-values

Uriel Rodriguez Ramirez

1.3

2015-07-15

double unit root

Riccardo "Jack" Lucchetti and Claudia Pigini

1.2

2016-02-23

Dynamic Panel Binary models

Marcin Błażejowski

1.06

2017-12-19

Dickey's Stationarity Test for High Frequency Data

Giuseppe Vittucci

1.0

2017-03-25

Dumitrescu-Hurlin (2012) test: Granger causality for panel data

Allin Cottrell

0.1

2017-07-21

diff-in-sargan exogeneity test

The gretl team

0.41

2018-02-03

extra functions for hansl scripting

Yi-Nung Yang

1.0

2017-12-04

Forecasting models

Allin Cottrell

0.5

2015-03-22

Statistics for fixed-effects estimates

Riccardo "Jack" Lucchetti

1.5

2014-05-02

Fixed-effects logit

Artur Tarassow and Sven Schreiber

2.11

2018-03-13

Forecast Evaluation Package

Riccardo "Jack" Lucchetti

1.1

2016-01-13

Fixed-Effects Poisson

Stefano Fachin and Riccardo "Jack" Lucchetti

1.0

2017-03-22

Fully Modified Least Squares Estimation for I(1) variables

Sven Schreiber

1.1

2017-12-10

Friedman (and Quade) nonparametric c-sample tests

Joachim Reinhardt

0.1

2017-12-05

generalized Hurst exponent estimation

Yi-Nung Yang

0.70

2018-03-01

Download data from Quandl.com, a "data platform"

Ignacio Diaz-Emparanza

1.3

2018-04-06

General seasonal unit roots tests (HEGY) and P-values

Riccardo "Jack" Lucchetti

0.11

2017-11-30

Multivariate spectra

Yi-Nung Yang

1.2

2017-09-22

GJR-GARCH in Mean

Ignacio Diaz-Emparanza

1.0

2014-10-23

A simple 2D pie chart

Oleh Komashko

0.31

2017-09-27

Golfeld - Quandt heteroskedasticity test

Artur Tarassow

0.61

2017-05-01

Residual-based tests for cointegration in models with regime shifts

Claudia Pigini

0.1

2015-05-12

Probit model with sample selection

Yi-Nung Yang

1.2

2017-11-06

Heterosckedasticity tests in Asteriou & Hall

Riccardo "Jack" Lucchetti and Claudia Pigini

0.41

2015-05-19

Heteroskedastic IV Probit

Ignacio Diaz-Emparanza

1.0

2015-10-05

Holt's local linear trend

Riccardo "Jack" Lucchetti

1.2

2017-12-19

Instrumental-variable Interval Regression

Sven Schreiber and Andreas Noack Jensen

2.7

2017-09-03

Small-sample Johansen coint. rank tests (bootstrap and Bartlett)

Uriel Rodriguez Ramirez

2.0

2013-03-06

Cointegration Test of Panel Data

Riccardo "Jack" Lucchetti

0.2

2017-11-29

kernel estimation of bivariate densities

Riccardo Jack Lucchetti

1.1

2018-01-02

Kruskal-Wallis test

Oleh Komashko

1.04

2018-03-20

regressions with lagged variables

Artur Tarassow

0.22

2017-05-28

Write matrix as Latex table

Marcos Larios Santa Rosa

0.3

2017-07-02

Levene's Test for Equality of Variances

Ignacio Diaz-Emparanza

1.3

2017-10-07

Local Linear Trend Model

Allin Cottrell and Sven Schreiber

1.2

2017-06-07

Lo-MacKinlay variance ratio test

Allin Cottrell

0.4

2016-11-10

logit/probit marginal effects

Sven Schreiber and Riccardo Jack Lucchetti

1.0

2017-06-08

Mann-Kendall nonparametric trend test

Oleh Komashko

0.6

2017-02-13

marg. effects, elasticities, prediction in presense of functions of vars.

Peter M. Summers

0.2

2017-10-08

Various Matlab/Octave compatability functions for use in scripting

Allin Cottrell

0.4

2014-06-17

Matrix multiplication performance test

Uriel Rodríguez Ramírez

1.4

2015-06-15

Ridge Regression

Francesca Di Iorio and Riccardo "Jack" Lucchetti

1.0

2017-04-21

Multidimensional Scaling

Riccardo "Jack" Lucchetti

0.3

2017-04-27

Multivariate GARCH models

Daniel Ventosa-Santaulària

1.1

2018-02-05

Lo's (1991) modified R/S test

Giuseppe Vittucci

0.2

2011-09-04

Moran's I statistic of spatial autocorrelation

Yi-Nung Yang

0.94

2017-10-07

Mann-Whitney U test

Riccardo "Jack" Lucchetti and Allin Cottrell

1.0

2015-03-22

Computation of odds ratios for logit models

Allin Cottrell

1.2

2016-01-26

Compute predictions from ordered probit

Riccardo "Jack" Lucchetti

1.0

2017-04-02

Basic statistics about gaps in panel datasets

Artur Tarassow

0.11

2017-02-20

Add labels to scatter plot

Artur Tarassow

0.1

2015-09-21

Single scatter plot with 2 y-axis + with lines

Giuseppe Vittucci and Artur Tarassow

1.7

2018-03-24

Moving Blocks Bootstrap (MBB) for linear panels

Oleh Komashko

0.22

2017-02-13

marginal effects for poisson and negbin regression

Riccardo "Jack" Lucchetti

0.1

2012-08-23

Phillips-Perron test

Sven-Schreiber

0.92

2016-10-03

Permanent-transitory decompositions in I(1) systems, with estimation uncertainty

Sven Schreiber

1.0

2017-09-22

Ridge regression

Lee C. Adkins

0.92

2013-07-09

RLS Stein-rule estimator

Oleh Komashko

0.2

2017-02-10

robust RESET test as in Wooldridge

Peter M. Summers

1.02

2017-10-5

Computation and analysis of receiver operating characteristic curves (ROC) for binary choice models.

Guillermo Verduzco Bustos

1.0.1

2015-05-16

Rank Von Neumann Ratio

F. Di Iorio, ...

1.3

2017-11-14

Stationary bootstrap resampling of time series

Ignacio Diaz-Emparanza

1.1

2018-04-06

Seasonal filters

Federico Lampis, ...

1.2

2011-06-27

Estimation of a SETAR model

Gordon Hughes

0.92

2017-12-15

Estimation of stochastic frontier models with no heteroskedasticity

Ernesto Rivera and María José Arteaga

1.0

2016-05-30

Shapley based R-Squared decomposition

Allin Cottrell

1.4

2014-01-26

OLS showing standardized coefficients

Riccardo "Jack" Lucchetti

1.01

2017-04-06

Sparse matrix functions

Riccardo "Jack" Lucchetti and Sven Schreiber

0.21

2018-01-09

Autodetection of structural breaks in linear models, Bai-Perron style

Riccardo "Jack" Lucchetti and Sven Schreiber

0.3

2018-03-08

Harvey-style Structural Time Series Models

Yi-Nung Yang

1.3

2017-09-22

summary of Z categorized by two discrete series x and y

Allin Cottrell

0.2

2015-03-23

SUR-based ADF-type test for multiple time series

Artur Tarassow

1.0

2016-12-16

Panel threshold model (Hansen, JoE 1999)

Oleh Komashko

0.3

2016-10-20

marginal effects after tobit and censored regression

Allin Cottrell

0.3

2017-11-16

Tobit dependent variable prediction

Oleh Komashko

0.43

2018-02-12

Tobit model with multiplicative heteroskedasticity

Ignacio Diaz-Emparanza

1.11

2017-01-28

Outlier detection/correction and missing data interpolation

Artur Tarassow

0.2

2016-01-24

Time-Series Cross-Validation

Oleh Komashko

0.52

2018-03-18

time series forecasting and non-smooth optimization

Sven Schreiber

1.0

2017-07-27

Extensions for univariate forecast models

Artur Tarassow

0.82

2017-10-26

Chow test for VAR models (bootstrap version)

Artur Tarassow

0.24

2017-02-27

Recursive computation of VAR model coefficient estimates

Andreas Noack Jensen

0.1

2012-02-11

VECM for I(2) analysis

Daniel Ventosa-Santaulària

1.11

2011-02-21

Tests for a drift (and a shift) in a unit-root process

Oleh Komashko

1.01

2017-11-23

Wald test for (non)linear restrictions and conf. intervals

Ignacio Diaz-Emparanza

1.1

2015-11-05

Smoothing and forecasting method for seasonal time series

Giuseppe Vittucci and Artur Tarassow

2.0

2016-10-28

Wooldridge test for serial correlation of residuals in panel