Languages
- 3722
- Exact Confidence Bounds on a Normal Distribution Coefficient of Variation
- Obtains a two-sided confidence interval on a coefficient of variation for data from a normal distribution.
- 3723
- Fair-Parke Program
- Allows one to estimate and analyze dynamic, nonlinear, simultaneous equations models. The models can be rational expectations models, and they can have autoregressive errors of any order. The estimation techniques include OLS, 2SLS, 3SLS, FIML, LAD, 2SLAD, and some versions of Hansen's method of moments estimator.
- 3724
- Fast Statistical Methods
- Fortran 90 and 77 codes by W.H. Press and G.B. Rybicki, for fast inversion matrices of an exponential form arising from autocorrelation functions of Ornstein-Uhlenbeck processes.
- 3725
- GARCH Estimates: Analytic Derivatives
- By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.
- 3726
- GCV software
- Fortran 77 and RATFOR code to fit smoothing splines using generalized cross-validation.
- 3731
- NONPAR: Nonparametric Estimation Program
- Calculates nonparametric estimates of percentiles, associated confidence intervals, and tolerance limits of the percentiles from a data set. Also calculates the order statistics needed for any sample size to create the same estimates. Includes source code and web-based interfaces for executing the programs.
- 3733
- Nonlinear Time Series Analysis (TISEAN)
- Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).
- 3734
- Numerical Methods for Estimation and Inference in Bayesian VAR-models
- Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.
- 3735
- ODRPACK
- Solves the weighted orthogonal distance regression problem to find parameter estimates that minimize the sum of the squares of the weighted orthogonal distances between each observed data point and the curve described by a nonlinear equation. Includes documentation, revision history, and source code.
- 3736
- Permutation Methods: A Distance Function Approach
- Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.
- 3737
- Predictor Sort Confidence Interval Simulation
- Performs a simulation to evaluate the performance of corrected confidence intervals based on blocked and unblocked ANOVAs in a predictor sort sampling ANOVA. Also estimates coverages for confidence intervals based on an analysis of covariance, and for confidence intervals based on uncorrected blocked and unblocked ANOVAs.