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 (NegBin2), command negbin!
ARFIMAFIGARCH,
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
