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TSP Version 4.5
Product Description
TSPTM is a complete language for the estimation
and simulation of econometric models. It is a world-wide standard
for econometric estimation, with over 2000 installations. TSP
has: an easy-to-use free format command and data input; all
the standard econometric estimation methods, such as OLS, instrumental
variables, LIML, nonlinear systems, generalized methods of moments,
FIML, maximum likelihood for qualitative dependent variable
models, ARIMA, Kalman filter, ARCH, and other time series technique;
extensive diagnostics and testing facilities; flexible data
transformation with many built-in functions and matrix algebra.
Principal Characteristics
- Convenient loading of raw data from free format, fixed format, binary, Lotus
or Excel files
- Flexible transformations of series using algebraic expressions, with a full
set of operators and functions (transcendental, probability, rounding, etc.)
- Display and save the original and transformed time series; print a table;
graphics (potete inserire il link con il file examples of tsp graphics html)
on DOS, Windows and MacOS; write to external files in many formats
- Single equation estimation using a variety of techniques:
- OLSQ Ordinary least squares (with extensive diagnostics)
- 2SLS Two stage least squares (instrumental variables)
- LIML Limited information maximum likelihood
- AR1 Regression with first-order serial correlation
- PDL (polynomial distributed lag) variables can be included in all these
methods, and Shiller distributed lags can be included in OLSQ
- LAD Least Absolute Deviations regression - minimizes sum of absolute values
of residuals, instead of squares of residuals. A robust estimator.
- LMS Least Median of Squares regression - minimizes the median squared
(or absolute value) residual. Another robust estimator, useful for outlier
detection.
- Retrieval of coefficient, residuals, predicted dependent variables, and
other test statistics from these estimators for later use
- Estimation of equation systems by simultaneous methods:
- LSQ least squares, minimum distance, nonlinear least squares, multivariate
regression and three-stage least squares, both linear and nonlinear
- GMM Generalized method of moments estimation (multiple equation, nonlinear,
panel data)
- FIML Estimation of a complete nonlinear simultaneous model by the full
information maximum likelihood method
- Extensive hypothesis testing facilities available following any estimation
command.
- Simulation, either dynamic or static, of an estimated nonlinear or linear
simultaneous model
- Time Series methods:
- BJ Box Jenkins identification, estimation and forecasting
- KALMAN Kalman Filter (State Space) estimation
- ARCH ARCH, GARCH, GARCH-M models of autoregressive conditional heteroskedasticity
- VAR Vector autoregressive models
- COINT for unit roots, Engle-Granger and Johansen trace tests for cointegration
- Maximum likelihood and qualitative dependent variable estimation:
- PROBIT Binary probit model
- TOBIT Tobit (0/+) model
- SAMPSEL Sample selection model (generalized Tobit)
- LOGIT Conditional, multinomial, and mixed logit for two or more choices
- ORDPROB Ordered probit model
- POISSON Poisson model for count data
- NEGBIN Negative Binomial models for count data
- ML User-programmed likelihood functions with automatically generated analytic
derivatives, examples for Box-Cox, frontier production, nested logit, switching
regression, bivariate probit
- Panel Data estimation, fixed and random effects for balanced or unbalanced
data
- In addition, TSP's special features give user flexibility in extending the
program:
- Ease in handling of multi-sectoral data and equations
- Full matrix algebra
- Control of program flow by logical expressions and tests, GOTO statements,
and loops
- User-written procedures, callable with arguments
- Random number generation for many distributions: normal, multivariate
normal, Cauchy, Student's t, Laplace, exponential, Poisson, negative binomial,
gamma, uniform, empirical (bootstrap)
- Extensive library of TSP procedures, developed to solve special econometric
problems.
System Technical Requirements
The following platforms are currently supported by TSP 4.5.
TSP/GiveWin - Windows 95/98/NT/2000
This runs under 32-bit versions of Windows, in conjunction
with the GiveWin interface program. It has the best graphics
of all the versions of TSP. It also includes standalone copies
of TSP (both Win32 and "extended DOS") which can be
run directly from the command prompt, and TSP Through the Looking
Glass (TLG). TSP/GiveWin was updated in 3/2000 to run under
Windows 2000 (Windows 2000 is not required; the older
versions of Windows work fine for TSP/GiveWin).
TSP without GiveWin - Windows 95/98/NT/2000
This does not include the GiveWin interface, but does include
everything else listed above under TSP/GiveWin. If you already
have a copy of GiveWin 1.1 or higher, you can order this and
get the GiveWin 1.24/1.30 upgrade and the TSP Module license
without having to pay for GiveWin a second time.
DOS/Win - DOS, Windows 3.x/95/98/NT/2000
This version runs under DOS and as an "extended
DOS" application under all flavors of Windows as well as
OS/2. It allows on-screen editing in interactive mode - you
can use arrow keys to repeat and edit commands. It also has
full-screen graphics.
This "extended DOS" version has not been tested under
Windows 2000.
TSP through the Looking
Glass , TSP's new visual interface utility, is bundled with
all copies sold to users with machines running Windows 3.x/95/98/NT/2000.
TLG has not been tested under Windows 2000.
System Requirements: Pentium or 486 and...
- 4mb RAM (DOS or Windows 3.x)
- 8mb RAM (Windows 95/98)
- 16mb RAM (Windows NT 3.5/4.0/2000)
TSP through the Looking Glass has its own requirements and
platforms supported page. Contact us for further details.
OS/2
This version of TSP runs under OS/2 only. It will not produce
high-resolution graphics, but runs much faster under OS/2 than
the DOS/Windows version.
- System Requirements: Pentium or 486 & 3mb RAM
Mac OS
There are three versions of TSP available for Mac OS systems.
- Power Mac TSP: A native version for Mac OS systems using PowerPC
(including G3 and G4) chips. Nearly all copies of TSP for Mac OS are for this
version these days.
- System Requirements: 8mb RAM
- Mac TSP for 68K: Mac TSP for 68K Macs (Macs using the 68020, 68030
or 68040 chip) requires a math coprocessor (also known as a floating point
unit, or FPU). If you do not have a math coprocessor, you may be able to use
the SoftwareFPU program to emulate one. SoftwareFPU is shareware, available
over the Internet or from TSP International. It does not work with the 68LC040
chips (used in Performa and LC 630s as well as the Powerbook 500 series) and
will slow TSP down.
- System Requirements: Math Coprocessor (FPU) & 4mb RAM
Unix
TSP is currently shipping on the following Unix platforms.
- Sun Solaris 2.x, Solaris 8
- Intel Linux (Debian 2.x, Red Hat 5.x, libc6/glibc)
- IBM RS/6000 AIX 3.2 (should also run on AIX 4.1/4.2/4.3)
- DEC Alpha Digital UNIX 4.0
- HP 9000 HP-UX 10.20 and 11.0
All but the DEC Alpha have gnuplot graphics.
TSP 4.5 should be ported to the following systems sometime
in the year 2001 (TSP 4.4 was already ported to them):
- Silicon Graphics (32 bit, SGI 5.2 and higher)
- Silicon Graphics (64 bit, IRIX64 6.4 and higher)
Since system requirements for Unix can be highly idiosyncratic,
please contact us if you have specific questions on whether
your machine can run TSP or not.
Other Mainframe Systems
TSP 4.5 could be ported to the following DEC VMS systems, if there is interest:
Hard Disk Requirements
On all platforms the TSP application (TSP.EXE
on PCs) requires about 2mb of hard drive space when decompressed.
TSP/GiveWin, TSP Through the Looking Glass, Win32 TSP, and the
TSP help system may require up to 10mb.
© Copyright 2002 TSP International, Inc.
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