gretl function packages

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

Allin Cottrell

0.4

2015-02-09

PDL (Almon lag) model

Yi-Nung Yang

0.92

2014-09-04

Automatically Choose and Show best ARMAX models based on AIC, BIC, or HQC

Allin Cottrell

0.3

2015-07-11

Confidence band plot

Marcos Larios Santa Rosa

0.2

2009-08-21

Bartlett's test for Homogeneity of Variance

Marcin Błażejowski, ...

1.32

2016-07-12

Bayesian Model Averaging for the linear regression models with jointness measures

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

2.1

2016-06-29

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

1.1

2009-08-22

Basic Structural Model

Ignacio Diaz-emparanza, ...

1.6

2014-12-03

Plots for seasonal time series

Ignacio Diaz-Emparanza, ...

1.2

2015-03-13

Seasonal stability tests

Yi-Nung Yang

0.7

2015-07-11

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

Riccardo Jack Lucchetti

1.0

2016-07-03

Christiano-Fitzgerald asymmetric filter

Monsueto, S.E

1.0

2010-08-31

Calculate the conditional number

Andreas Noack Jensen and Sven Schreiber

1.1

2014-06-02

Small-sample additions to coint2

Andreas Noack Jensen and Sven Schreiber

0.4

2014-07-04

Cointegration stability tests (Hansen&Johansen)

Riccardo "Jack" Lucchetti

0.3

2016-06-12

Simple Correspondence Analysis

Allin Cottrell

1.1

2010-07-02

Calculate model selection criteria

Sven Schreiber

0.5

2016-06-24

Calculates signal delays in frequency domain and their uncertainty

Juan Pablo de Botton Falcón

1.2

2015-01-19

DeWallis_test

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

1.0

2015-08-06

Diebold-Mariano test

F. Di Iorio and S. Fachin

1.0

2015-2-15

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

1.05

2011-10-01

Dickey's Stationarity Test fot High Frequency Data

Artur Tarassow

0.91

2014-11-07

Dynamic Multiplier computation for ARDL models

Yi-Nung Yang

0.96

2014-04-29

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

Riccardo "Jack" Lucchetti

1.1

2016-01-13

Fixed-Effects Poisson

Yi-Nung Yang

0.2

2013-06-26

generate yyyy, mm, day,weekday

Yi-Nung Yang

0.62

2014-10-08

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

Ignacio Diaz-Emparanza

1.1

2015-03-10

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

Yi-Nung Yang

1.1

2010-01-25

GJR-GARCH in Mean

Ignacio Diaz-Emparanza

1.0

2014-10-23

A simple 2D pie chart

Oleh Komashko

0.20

2016-04-04

Golfeld - Quandt heteroskedasticity test

Artur Tarassow

0.6

2014-11-08

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

1.0

2012-12-12

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

1.0

2012-03-22

Instrumental-variable Interval Regression

Uriel Rodriguez Ramirez

2.0

2013-03-06

Cointegration Test of Panel Data

Oleh Komashko

0.50

2016-04-02

regressions with lagged variables

Artur Tarassow

0.21

2016-06-01

Write matrix as Latex table

Marcos Larios Santa Rosa

0.2

2009-08-22

Levene's Test for Equality of Variances

Ignacio Diaz-Emparanza

1.2

2009-08-22

Local Linear Trend Model

Artur Tarassow

0.5

2014-11-08

LM test of the null that the distribution is Logistic against the alternative that it is Burr Type 2

Artur Tarassow

0.12

2014-11-03

Performs two LM specification tests for the LOGIT model

Allin Cottrell

1.1

2009-08-19

Lo-MacKinlay variance ratio test

Germán Villar

1.0

2015-06-14

Loss functions to evaluate out of sample predictions

Allin Cottrell

0.2

2013-06-27

logit/probit marginal effects

Oleh Komashko

0.5

2015-09-11

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

Allin Cottrell

0.4

2014-06-17

Matrix multiplication performance test

Uriel Rodríguez Ramírez

1.4

2015-06-15

Ridge Regression

Daniel Ventosa-Santaulària

1.0

2011-02-25

Lo's (1991) modified R/S test

Giuseppe Vittucci

0.2

2011-09-04

Moran's I statistic of spatial autocorrelation

Yi-Nung Yang

0.93

2013-08-24

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

Artur Tarassow

0.1

2015-11-28

Add labels to scatter plot

Artur Tarassow

0.1

2015-09-21

Single scatter plot with 2 y-axis + with lines

Giuseppe Vittucci

1.6

2013-01-18

Moving Blocks Bootstrap (MBB) for linear panels

Oleh Komashko

0.12

2016-03-29

marginal effects for poisson and negbin regression

Riccardo "Jack" Lucchetti

0.1

2012-08-23

Phillips-Perron test

Lee C. Adkins

0.92

2013-07-09

RLS Stein-rule estimator

Uriel Rodriguez Ramires

1.0

2013-08-28

Semiparametric Regression

Oleh Komashko

0.1

2015-10-31

robust RESET test as in Wooldridge

Peter M. Summers

1.01

2015-07-07

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

pc

1.0

2016-04-11

Stationary Bootstrap resampling of time series

Ignacio Diaz-Emparanza

1.0

2014-06-25

Seasonal filters

Federico Lampis, ...

1.2

2011-06-27

Estimation of a SETAR model

Gordon Hughes

0.91

2009-08-22

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

yinung Yang

1.2

2010-03-24

Summary statistics for (financial) time series

Yi-Nung Yang

1.2

2015-07-13

summary_xy(Z,x,y) is a function for 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

0.921

2015-08-24

Threshold model for static panel, Hansen (1999)

Oleh Komashko

0.2

2015-07-26

marginal effects after tobit and censored regression

Allin Cottrell

0.2

2015-03-23

Tobit dependent variable prediction

Oleh Komashko

0.12

2015-07-29

Heteroscedastic tobit model

Ignacio Diaz-Emparanza

1.10

2014-05-02

Outlier detection/correction and missing data interpolation

Artur Tarassow

0.2

2016-01-24

Time-Series Cross-Validation

Oleh Komashko

0.3

2016-04-12

time series forecasting and non-smooth optimization

Artur Tarassow

0.81

2013-06-07

bootstrap Chow test for VAR models

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

0.4

2015-07-30

Wald tests of restrictions in user-specified models and confidence intervals

Giulio Palomba

1.0

2015-07-15

Wilcoxon Signed Rank Test

Ignacio Diaz-Emparanza

1.1

2015-11-05

Smoothing and forecasting method for seasonal time series

Giuseppe Vittucci

1.0

2011-09-24

Wooldridge test for serial correlation of residuals in panel

Riccardo "Jack" Lucchetti

1.21

2016-03-14

Downloader of daily financial data from Yahoo