Econometrics Toolbox 1.3

Latest Features

Version 1.3

Released: 05 Mar 2010
 

Version 1.3, part of Release 2010a, includes the following enhancements:

• New demo showing multivariate modeling of the U.S. economy
• New lag operator objects for data filtering and ARIM Amodeling
• New Leybourne-McCabe test for stationarity
• New historical data sets for calibrating economic models

See the Release Notes for details.

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Version 1.2

Released: 04 Sep 2009
 

Version 1.2, part of Release 2009b, includes the following enhancements:

• Variance-ratio test for random walk
• KPSS stationarity test
• Enhanced Dickey-Fuller and Phillips-Perron unit root tests

See the Release Notes for details.

Version 1.1

Released: 06 Mar 2009
 

Version 1.1, part of Release 2009a, includes the following enhancements:

• Support for structural multiple time series models, including structural VAR, VARX, and VARMAX models
• New Lagrange multiplier and Wald tests for model misspecification
• Enhanced likelihood ratio testing for multiple model comparisons

See the Release Notes for details.