Releases: lbittarello/Microeconometrics.jl
Releases · lbittarello/Microeconometrics.jl
Version 0.6.0
- Matched keyword arguments to StatsBase
- Renamed
hausman_1s
tohausman_test
andhausman_2s
tochow_test
- Updated dependencies and internals
Version 0.5.0
- New macro:
@micromodel
- Updated dependencies and internals
Version 0.4.2
- New model:
Gompit
- Patched forecasting for
Cloglog
Version 0.4.1
- Hausman test for GMM
- Faster covariance estimation for cross-correlated data
- Patches for Julia 1.0
Version 0.4.0
First release for Julia 1.0
Version 0.3.0
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
- Weight management is now based on StatsBase.jl
- New model:
IPW
- New correlation structures:
Two-way clustering
,Time
andSpace
- 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
andhausman_2s
)