Fair-Parke Program
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Description: 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.
The Fair-Parke (FP) program is a DOS-based, command-line program. It 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. The Parke algorithm is used for 3SLS and FIML estimation. Stochastic simulation and bootstrapping are two of the key options available to analyze models. There are also a number of single equation testing options. For stochastic simulation the draws can be either from estimated distributions or from estimated residuals.
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WEBSITE Info
| Page title: | Fair-Parke Program |
| Keywords: | |
| Description: | |
| IP-address: | 130.132.42.207 |
WHOIS Info
| NS | Name Servers: SERV1.NET.YALE.EDU 130.132.1.9 SERV2.NET.YALE.EDU 130.132.1.10 |
| WHOIS | |
| Date | activated: 17-Mar-1987 last updated: 07-May-2013 expires: 31-Jul-2014 |