TSP (econometrics software)
5.1 / September 2009
Mac OS X
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 in the 1960s. The company behind the program is TSP International which was founded in 1978 by Bronwyn H. Hall, Robert Hall's wife. After their divorce in April 1983, the asset of TSP was split into two versions, and subsequently the two versions have diverged in terms of interface and types of subroutines included. One version is TSP, still developed by TSP International. The other version, initially named MicroTSP, is now named EViews, developed by Quantitative Micro Software.
Supported data formats
- 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.
- A Quick Guide to TSP
- Doti, James L.; Adibi, Esmael (1987). Econometric Analysis with MicroTSP Student Software: An Applications Approach. Englewood Cliffs, NJ: Prentice Hall. ISBN 0-13-224114-5.
- MacKie-Mason, Jeffrey K. (1992). "Econometric Software: A User's View". Journal of Economic Perspectives. 6 (4): 165–187. doi:10.1257/jep.6.4.165.
- Silk, Julian (1996). "Systems estimation: A comparison of SAS, SHAZAM and TSP". Journal of Applied Econometrics. 11 (4): 437–450. doi:10.1002/(SICI)1099-1255(199607)11:4<437::AID-JAE405>3.0.CO;2-O.