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

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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University of Leicester
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Leicester
LE1 7RH

ulsb@le.ac.uk

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