Econometrics Toolbox 1.3

Econometrics Toolbox™ provides functions for modeling economic data. It enables econometricians and financial professionals to select and calibrate economic models for use in simulation and forecasting. Capabilities include univariate ARMAX/GARCH composite models with several GARCH variants, multivariate VARMAX models, Monte Carlo methods for linear and nonlinear stochastic differential equations, and a variety of diagnostic tests.