Nonlinear least squares

• Estimators
• Nonlinear instrumental variables
• Efficient GMM
• Weighted nonlinear least squares
• Model specification
• Recursive function definition
• Analytic or numeric derivatives
• All algebraic operators and any level of parentheses
• Matrix bilinear and quadratic forms
• Mathematical functions (exp, sin, phi, gma, etc.)
• Univariate and bivariate normal integrals
• Hermite and Laguerre quadrature
• Simulation estimation
• Fixed parameters
• Several algorithms
• Robust standard errors (White, Newey-West)
• Box-Cox regression
• Nonlinear 2SLS, IV, GMM
• Retain all results for post estimation

Nonlinear systems of equations

• Nonlinear least squares
• Instrumental variables
• Efficient GMM estimation

Loglinear models (‘generalized linear models - GLM’)

• Weibull regression
• Inverse Gaussian regression
• Exponential regression
• Gamma regression
• Beta regression
• Binomial regression model (All are supported for cross section, fixed effects, random effects, random parameters, latent class formulations.)

Time series models

• ARIMA - Box Jenkins
• ARMAX nonlinear least squares
• Residual plots
• Plot fitted values
• Geometric lag model
• Stability analysis for dynamic equations