Matrixer

econometric program


System requirements
Windows 95>
Current version
5.1 beta

Size
1.37 Mb (setup)
Date
August 5, 2004
Download
Read these hints if you have difficulties with downloading from this site
How to install Matrixer

Author
Alexander Tsyplakov

Alexander Tsyplakov
Homepage


View screen shots

View help file in HTML format

What's Matrixer supposed to do?

Matrixer is a piece of software especially suited for teaching econometrics and doing medium-scale applied research. It is small (in physical size, not in capabilities) and has smooth interface. Many routine operations could be done in seconds.

The program provides many classical as well as more recent econometric techniques and models

Linear regression
Binomial logit and probit
Ordered probit
Censored (tobit) and truncated regression
Poisson and negative binomial regressions
Regression with multiplicative heteroskedasticity
GARCH regression
Regression with ARMA errors
Box-Jenkins model (ARIMA) with dynamic forecasts
ARFIMA-FIGARCH (long-memory models)
(Generalized) instrumental variables estimator
Nonparametric regression
Nonparametric density estimation
Quantile regression
Simultaneous equations, 2SLS, 3SLS and FIML
Vector autoregression
Nonlinear regression
Nonlinear instrumental variables method
Method of maximum likelihood

The program includes many other helpful features to handle and analyze data

Descriptive statistics (mean, variance, etc.)
Various data plots
Visual data description (histogram, spectral density estimate, autocorrelation function)
Table of correlations between variables
Probability calculator (normal, Student t, chi-square, Fisher F)
Dickey-Fuller test (additional files are needed)
Vector and matrix operations (that is why it was called Matrixer).
Small build-in programming language for writing macros
Table editor
Fast drawing of function plots according to formulas
3D plots
Powerful data import from text files (download examples)
Data export to several popular formats
History of commands


What's new in Version 5.1?

Major changes from Version 4.4

Improved interface
Nonlinear regression with instrumental variables (generalized method of moments, GMM), command nliv!
Negative binomial regression (NegBin-2), command negbin!
ARFIMA-FIGARCH, command arfimafigarch!
Vector autoregression, command var!
Estimation of ARIMA by exact maximul likelihood
Access to matrix parts (@-functons)
Assignment result can be composite (including matrix part)
Substitutions in formulas (with analitical derivatives)
Example: p := exp(z)/(1+exp(z)) >> z = @a0+@a1*x
Dynamic functions $lag(), $diff(), $diffln(), $csum(), $l in formulas (with analitical derivatives)
Matrices copy and paste through Windows buffer in menu of matrices
"Special matrices" replaced by "model matrices"; "model scalars" and "Model data" window introduced
String objects, string formulas
Many functions added to work with time series: diffln(), acov(), pacf(), armaacov(), armafilter(), fdiff(), hpfilter(), genarma(), genacov(), genacovfft(), genarfima()
3D plots, command plot3d!
Data export
Restriction on the lengths od names of matrices, variables and macros removed
History of commands can be edited
Text editor

View modifications log file for a detailed account of changes

Registration

The current version of Matrixer is free for non-commercial use. One can download and run it freely. So in fact there is no registration. However, Matrixer costs a lot of time to produce, so, please, pay for it if you'll use it for a long enough time and find it helpful. Consider this as philanthropy (scientific grant).

The fee is $40. Payments are made through RegSoft.com payment processing service.

If you have difficulty accessing the secure server, please, use non-secure order form

Please, try out the program before paying money. Also, do not forget to read license agreement.


Brief history

The project started in 1994 when Alexander Tsyplakov was a student of Novosibirsk State University. The reason for starting Matrixer was a dissatisfaction with Statgraphics which was at that time the only statistical program available to the author.

Matrixer was used by the author to do his own research on Russian inflation and to teach econometrics in Novosibirsk.

The first versions ran under MS DOS. There was some experience with free English DOS version of Matrixer. One may find some traces of it in the depth of Internet.


E-mail: mtxr @ narod.ru

Questions and comments are welcomed


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