Commercial Software

TSP (Time Series Processor) is a complete language for the estimation and simulation of econometric models, using time series, cross section, or unbalanced panel data. Our specialty is nonlinear estimation, using internal analytic 1st and 2nd derivatives (which can be applied to a user-specified Log Likelihood function). Built in techniques include OLS (with extensive diagnostics), 2SLS, 3SLS, LIML, FIML, GMM, LAD, GARCH, ARIMA (exact ML), Multinomial Logit, Ordered Probit, Poisson, and Negative Binomial. TSP runs on PC/Windows, MacOS, and unix systems.

Address: TSP International, P.O. Box 61015, Palo Alto CA 94306, USA
Phone: (650) 326-1927
Fax: (650) 493-2912
Email: info@tspintl.com
URL: http://www.tspintl.com