TSP (econometrics software)
| TSP (Time Series Processor) | |
|---|---|
| Developer(s) | TSP International |
| Stable release | 5.1
/ September 2009 |
| Operating system | Windows Mac OS X Linux |
| Type | Programming language Econometric software |
| License | Proprietary |
| Website | www.tspintl.com |
TSP is a programming language for the estimation and simulation of econometric models. TSP stands for "Time Series Processor", although it is also commonly used with cross section and panel data. The program was initially developed by Robert Hall during his graduate studies at Massachusetts Institute of Technology.[1] The company behind the program is TSP International which was founded in 1978 by Bronwyn H. Hall.[2]
Supported data formats
- Microsoft Excel file format
- Stata dta files up to version 11
- Databank format (.DB)
References
- ^ Renfro, Charles G. (2004). Computational Econometrics: Its Impact on the Development of Quantitative Economics. IOS Press. pp. 390–91.
- ^ Renfro, Charles G. (2009). The Practice of Econometric Theory: An Examination of the Characteristics of Econometric Computation. Springer. pp. 241–246.