Programa Econométrico libre para análisis de Regresión

Este es un software creado por Herman J. Bierens y apoyado por el Departamento de Economía de la Universidad de Pensylvania.

La idea de su creador es contar con un software actualizado y sobretodo gratis para la enseñanza en las universidades. Algunas universidades ya se unido a esta iniciativa del uso de EASYREG.

El software posee un manual en formato html entre sus botones.

Level

The Level menu enables you to set the econometrics level. EasyReg is designed to be used in undergraduate, intermediate, and advanced econometrics courses, as well as for empirical economic research. Therefore, the user can start-up the program at various levels, so that the topics and features that have not yet been taught in class so far will be suppressed. If you use EasyReg for empirical economic research, choose the "Research level" option, otherwise choose the appropriate "Student level" option. However, the "Student level" only applies during the EasyReg session. The "Research level" is the default.

• Novice student level

  • Bivariate least squares regression only.
  • + t-values, R-square, TSS, RSS, standard error.
  • + Out-of-sample forecasting
  • + Multivariate least squares regression. Variance matrix.
  • + Lagged dependent and/or independent variables
  • + Dummy variables (as regressors)
  • + Breush-Pagan heteroskedasticity test.
  • + Heteroskedasticity consistent t-values.
  • + Jarque-Bera/Salmon-Kiefer normality test.
  • + Durbin-Watson autocorrelation test.

• Intermediate student level

  • + F and Wald tests of joint significance and linear parameter restrictions.
  • + Probit/Logit analysis.
  • + Poisson regression.
  • + Binomial Logit regression.
  • + Negative Binomial Logit regression.
  • + Two-stage least squares.
  • + Linear time series regression models with ARMA errors.
  • + Tests for ARCH.
  • + Augmented Dickey-Fuller unit root tests.

  You cannot choose sub-levels.If you choose this option, then you choose all of the above.

• Advanced student level:

  • + Everything else, except the "Bierens stuff" listed below.

  DESCARGA

Deybi Morales León