TSP/WinGive
TSP/Give Win is an econometric software package, with convenient input of commands and data, all the standard estimation methods (including non-linear), forecasting, and a flexible language for programming your own estimators. The philosophy behind TSP is that of a command-driven language tailored to econometric problems, whatever the platform used. For those working in a Windows environment, TSP can be installed as a module of GiveWin - TSP/GiveWin. This eases the use of the command-line environment by providing context sensitive help, syntax highlighting, and a dialog-driven command builder.
What's new in version 5 (2005)
TSP offers a wide variety of facilities, such as:
- single-equation estimation (using a variety of techniques),
- non-linear 3SLS, GMM and FIML,
- time series methods (Box-Jenkins, Kalman-filter estimation, vector autoregressive models, etc.),
- financial econometrics (ARCH, GARCH, GARCH-M, including logarithmic versions),
- general maximum likelihood,
- qualitative dependent variable estimation,
- and panel data estimation.
Extensive libraries of TSP procedures are available free of charge.
A TSP companion book for the well-known econometrics text by Pindyck and Rubinfeld (McGraw-Hill & Co.), written by B. Hall and S. Schmukler is also available.