Software

The following provides information on some econometric programs. 

• TSP (Time Series Processor)
• Introduction to TSP (Ingmar Prucha) [pdf file]
• TSP Users Guide
• TSP Reference Manual
• Stata
  • Stata Resources
  • Books on Stata
    • C.F. Baum, An Introduction to Modern Econometrics Using Stata
    • U. Kohler and F. Kreuter, Data Analysis Using Stata
• Comparison of Econometric Software [pdf file]