Statistics and Econometrics |
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Program from the U.S. Census Bureau for the calculation of variances for complex sample designs through replication.
Econometrics codes.
Fortran 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim.
Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.
Metasite with links to source codes in Fortran and C implementing statistical methods which are freely available on the Internet. The codes are chosen for their potential utility for research in astronomy and other physical sciences.
Fortran 90 and Matlab codes for course by Lynne Seymour.
Fortran codes for cointegration tests and other time series topics.
Code by A. Ronald Gallant and George Tauchen for nonparametric time series analysis that employs a Hermite polynomial series expansion to approximate the conditional density of a multivariate process.
By John Geweke.
Random number generators in Fortran.
Computers /
Algorithms /
Pseudorandom_Numbers
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