octave-econometrics

econometrics functions for Octave

Description

This package provides functions to work with econometrics in Octave, a numerical computation software. The functions include methods to do maximum likelihood (mle_estimate) and general method of moments (gmm_estimate) based estimations.

This Octave add-on package is part of the Octave-Forge project.

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Homepage

https://octave.sourceforge.io/econometrics/


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Install octave-econometrics