The DOS predecessor of EasyReg
by Herman J. Bierens
SimplReg (SIMPLe REGression analysis) is the DOS predecessor
of EasyReg. SimplReg has been used to
conduct the empirical applications in:
However, these approaches are also included in
Bierens, H. J. (1997): "Nonparametric Cointegration Analysis",
Journal of Econometrics 77, 379-404.
[PDF 1 (paper),
PDF 2 (separate appendix)]
Bierens, H. J. (1997): "Testing the unit root with drift
hypothesis against nonlinear trend stationarity, with an application to
the U.S. price level and interest rate", Journal of Econometrics
EasyReg does everything
that SimplReg does, and much more. The reasons for making SimplReg downloadable
from the Web are twofold:
- It has been mentioned in a footnote in my nonparametric
cointegration paper that:
"... SimplReg conducts our nonparametric cointegration
analysis together with Johansens' tests, various unit root tests, VAR innovation
response analysis, OLS, IV, Probit, Logit, and much more. It runs 'stand-alone'
under DOS. This package is available from the author on request, as long
as it is not (yet) commercially available. Please include
a formatted 3.5"
(1.44 MB) diskette with your request."
However, rather than sending me a diskette, please
download SimplReg from the Web, following the instructions below, or use
SimplReg comes with the Quick Basic source code. See below.
Installation of SimplReg
SimplReg comes in the form of a self-extracting WinZip
file SRSETUP.EXE. Save SRSETUP.EXE anywhere on your hard disk, and run
it. Then the SimplReg files will be extracted to default directory C:\SIMPLREG.
Next, create a shortcut to executable file C:\SIMPLREG\SIMPLREG.EXE.
It is recommended to make C:\ the working directory.
What SimplReg does can be read here.
The Quick Basic 4 source code is also included
in SRSETUP.EXE. See sub-directory C:\SIMPLREG\SOURCE. You may freely cannibalize
the code for your own programs, as long as you acknowledge the source.
please do not send me email with queries about the SimplReg code. I wrote
it in the period 1991-1995, and since then I have only looked at it occasionally
in order to cannibalize a few subroutines for use in EasyReg. Therefore,
it will take me too much time to answer any questions about the code.
Back to the EasyReg page.