It may be useful to incorporate some of the
modules/features available under Grocer (see below)
that are not currently available, e.g. three-stage
least square, pc-gets like device that performs
automatic general to specific estimations:
Grocer is the econometric toolbox developed for
Scilab, a matrix-oriented software similar to Gauss
and Matlab. Like Scilab, Grocer is free and open
source.
http://dubois.ensae.net/grocer.html
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