EasyReg International 2011

Differences between the versions April 9, 2010 and March 28, 2011:

Additions and improvements

The maximum and minimum quantile indices in the quantile regression module QUANTILE have been relaxed to 99% and 1%, respectively. However, you will get warning messages if you set the maximum beyond 90% or the minimum below 10%.

The module COINTJ which conducts Johansen's cointegration tests has been updated, as follows.

Modules ARIMA and ARIMAMODSEL have been updated. If you difference more than 1 time then you get now a warning message saying that time series that need more than once to be differenced in order to make them stationary are very rare. The windows involved have been redesigned.

The simplex iteration in modules NEXTARMA and NEXTGARCH is now automatically restarted until the log-likelihood does not change anymore.

The online registration for new EasyReg users via a "Devious visitors" e-mail has been discontinued because it takes me too much time to keep up with these emails.

Bug repairs

When estimating a small N - large T panel data model, the GMM module gave an error message. After recompiling module GMM it worked fine.

A cosmetric bug in module PVAL has been repaired.

Differences between the versions March 28, 2011 and December 3, 2011:


The help file (HELP.HTM) has been updated.

In specifying a linear regression model, there is no need to add the constant term 1 to the data first, as the OLS module will ask you whether you want to include an intercept. If you add the constant 1 to the data (via Menu > Input > Transform variables > Constant = 1) and include it as a regressor in another position than the last, EasyReg did not recognize the intercept and therefore did not conduct the overall F test and the Breusch-Pagan test because these tests require an intercept. EasyReg now recognizes the presence of an intercept regardless how it is added to the model, and compute the overall F test and the Breusch-Pagan test if the intercept is present.

The Newton iteration for the Probit model in module LIMDEP has been improved, so that it now runs faster.

Bug repairs

The recursive out-of-sample forecasting option in module NEXTGARCH has been removed because it did not work properly.

A bug in module HECKMAN has been repaired.

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