The B34S ProSeries Econometric System is a full-featured data analysis software. It provides comprehensive capabilities that encompass a variety of cross-sectional and time series modeling methods. Advanced users will also appreciate the ability to customize user-defined procedures and routines through the generalized matrix programming environment capabilities and the flexible program control language provided in the ProSeries Econometric System.

• LOGIT models
• PROBIT models
• Multinominal LOGIT
• Ordered PROBIT

• Error Component Models
• Dynamic Panel Data Models

• ARCH/GARCH Models
• Vector AR Models
• State Space Models
• Frequency Decomposition of VAR Models
• Spectral Analysis
• and more

• Recursive Residuals Analysis
• BLUS Residuals Analysis
• QR Factorization Analysis
• Principle Component Regression
• Hinich Tests for Non-linearity

• Multivariate Adaptive Regression Splines
• PI-Spline Model Estimation

• Two-stage least squares
• LIML
• Three-stage least squares
• I3SLS
• Constrained Reduced-form Models

B34S has two-way links with SCA, SAS, SPEAKEASY, and RATS and can make data loading command files for EXCEL, MATLAB, MINITAB, SHAZAM, LIMDEP and many more systems. B34S contains a user-extendable help facility. B34S menus under the Display Manager on the PC are developed using the B34S MAKEMENU command. This facility makes them user-extendable, since they are just B34S programs. Libraries of templates are supplied for most tasks. On the PC, B34S contains a data viewer, an output and log viewer, and an editor.

The user can designate an editor, such as KEDIT, EDIT or KEDITW. B34S versions run on IBM CMS, IBM RS/6000, SUN SOLARUS, DOS and Windows 95/NT. The DOS and Windows 95/NT versions have a graphical front end (Display Manager) and high-resolution graphic capability that includes line plots, 2D and 3D histograms, bar plots, contour plots and 3D surface plots. The user has the choice of either supplying the 3D surface in the form of a matrix or letting B34S determine the surface from three vectors. This latter capability allows the user to visualize the data in a 3D world before deciding on an estimation strategy.

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B34S ProSeries Econometric System Commands and Syntax

REGRESSION	OLS and GLS estimation. BLUS and RA analysis.
REG	Regression analysis for panel data and time series data.
LIST	Display data in B34S data file.
PLOT	Plot and graph series in B34S data file.
PROBIT	Probit analysis on (0-1) dependent variables.
TOBIT	Tobit analysis on truncated dependent variables.
LOGLIN	Logit analysis on up to four equations at once.
ECOMP	Error-components analysis.
AUTOC	Autocorrelation and cross correlation analysis.
RR	Recursive-residual analysis.
QR	QR factorization & principal component analysis.
DATA	Load data into B34S .
MPROBIT	Multinomial probit analysis.
MLOGLIN	Multinomial logit analysis.
SIMEQ	2SLS, LIML, 3SLS, I3SLS, FIML, SUR estimation.
TRANSPROB	Estimate Markov probability model.
BTIDEN	Identification of VAR models.
BTEST	Estimation of VAR models.
NONLIN	Estimation of user-specified nonlinear models.
MATRIX	Matrix programming and development environment.
TOOLKIT	Matrix environment toolkit routines.
VARFREQ	Spectral decomposition of VAR models.
PGMCALL	Branch to SCA, SAS, SPEAKEASY, SPSS, TSP and LIMDEP.
POLYSOLV	Solution of polynomials.
DTASSM	Data-manipulation utilities.
OPTCONTROL	Optimal control analysis.
CALL	Call user procedure.
KFILTER	Estimate state-space model.
SOURCE	B34S FORTRAN source manager.
SCAINPUT	B34S/SCA input option.
SCAIO	Read/Write SCA data macros
FORECAST	Automatic VAR forecasting model development.
PISPLINE	PI method of fitting an underlying smooth function.
GENMOD	Generate data sets with given covariance structure.
HRGRAPHICS	High resolution graphics.
SORT	Sort data.
SPECTRAL	Spectral analysis.
MAKEMENU	User menu facility.
DMF	Data management facility.
MVNLTEST	Multivariate tests for nonlinearity.
CITIBASE	Load Citibase data into B34S using RATS.
READVBYV	Read data variable by variable.
TRANSPOS	Transpose data matrix.
DESCRIBE	Describe series loaded.
ROBUST	Robust estimation.
FREQ	Frequency plots and cross tabulation.
LPMAX	Linear programming.
EXPAND	Weight dataset.
SASB34SW	Running B34S under Windows SAS on PC

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