○ MCMC.m – Markov Chain Monte Carlo, it delivers Bayesian
estimations;
see Cogley, Sarget & Morozov (2002).
○ Life cycle Policy – model based in Gourinchas and Parker
(2005), it allows
to solve Euler equations in life-cycle model.
○ Reduction.wf - Program in E-views & Gauss -, it selects the best
model
in terms of significance statistics. Available for regressions and VAR
models.
○ R2probit.ado - Stata ado program-, it reckons goodness of fit based
in
Cox-Snell, Veall-Zimmerman, Cragg-Uhler measures.
○ Combine.ado – Stata ado program -, it reckons combinations of
elements
and deliver a local with all possible combinations.
○ Bnmult.ado Bnmult.sthlp –
Stata ado program-,
it delivers the Beveridge & Nelson multivariate filter; see Morley
(2002)
and Beveridge & Nelson (1992).