Application Areas Applied Economy, Economic Forecast
Grocer is an econometrics module, particularly devoted to time series.
Grocer contains most standard econometric tools: ordinary least squares; estimation of linear models with autocorrelated errors; instrumental variables; specification tests; simultaneous equation methods ; unit root and cointegration tests; qualitative estimation methods (logit, probit,...); VAR estimation; Generalized Method of moments; statistical filters; methods for dating business cycles...
Grocer also contains more rare tools: a device to perform automatically the general to specific approach associated to the "LSE"; estimation of Markov-switching models; the "Bayesian Model Averaging" method; calculation of dynamic contributions.
Install Grocer
in the Scilab console, type:
--> atomsInstall grocer;
or
click on the menu bar on Applications > Module Manager – ATOMS, select Grocer and click on Install button.
