Skip to content

Releases: lbittarello/Microeconometrics.jl

Version 0.6.0

21 Dec 19:50
Compare
Choose a tag to compare
  • Matched keyword arguments to StatsBase
  • Renamed hausman_1s to hausman_test and hausman_2s to chow_test
  • Updated dependencies and internals

Version 0.5.0

22 Aug 09:37
Compare
Choose a tag to compare
  • New macro: @micromodel
  • Updated dependencies and internals

Version 0.4.2

23 Mar 04:11
78d5cec
Compare
Choose a tag to compare
  • New model: Gompit
  • Patched forecasting for Cloglog

Version 0.4.1

13 Oct 15:51
Compare
Choose a tag to compare
  • Hausman test for GMM
  • Faster covariance estimation for cross-correlated data
  • Patches for Julia 1.0

Version 0.4.0

27 Sep 20:49
Compare
Choose a tag to compare

First release for Julia 1.0

Version 0.3.0

16 Jul 20:05
97da9ef
Compare
Choose a tag to compare

Last release for Julia 0.6

  • Models are now specified via dictionaries
  • Microdata allows the specification of contrasts for categorical variables
  • Out-of-sample forecast is available
  • New method for linear regression: GMM
  • New model for binary choice: complementary log-log
  • Models for count data: Poisson, IV Poisson with additive errors and IV Poisson with multiplicative errors

Version 0.2.0

06 Dec 05:11
Compare
Choose a tag to compare
  • Weight management is now based on StatsBase.jl
  • New model: IPW
  • New correlation structures: Two-way clustering, Time and Space
  • Unique interface for CrossCorrelated
  • Modified handling of the first stage and reduced form of IV
  • Faster clustering algorithm
  • hausman_test split into two functions (hausman_1s and hausman_2s)