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Software

REG-X

REG-X is an interactive econometric package written by Stephen Hall which offers a wide range of econometric techniques including cointegration analysis, spectral analysis, dynamic modelling, Kalman Filtering and GARCH-M estimation. The full installation files are downloadable free from this web site in a zip file.  Click to Download reg-x here

The installed version includes most of the manual as on line help but you may also download the full manual in a pdf form here REG-X manual

CEF Model Solution Suite

A highly specialised suite of model solution software has been developed by the researchers at CIM over the last 20 years. This software is designed for the simulation and forecasting of large econometric models and offers a wide range of specialised techniques including rational expectations solutions, learning algorithms, optimal control, stochastic simulation, stochastic game solutions and many other advanced options. For a demonstartion of what the software looks like and can do download CEF powerpoint demo. The software is available from CEF software. Contact CEF Software directly or further information from Stephen Hall (s.g.hall@le.ac.uk).

 

Swamy TVC Estimation

This set of programmes, including the manual and a set of demonstration files, performs the time varying coefficient estimation to decompose a set of parameters a into their a biased and bias free components. Download the Swamy Programme here

 

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