Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View

Abstract

Grocer is an econometric toolbox for Scilab, a free opensource matrix- oriented toolbox similar to Matlab and Gauss. It contains more than 50 econometric different methods, with many variants and extensions. Most standard econometric tools are available. Grocer contains also two original econometric tools: a function allowing the 'automatic' estimation of the 'true model' starting from a more general and bigger one, a method that provides the most thorough expression of the so- called LSE econometric methodology; a function calculating the contributions of exogenous variables to an endogenous one.econometric software, estimation, general to specific, contributions