Matrixer

econometric program

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

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

E-mail: mtxr @ narod.ru