Research Computing >> Software >> TSP
TSP 5.0 is installed in Kellogg's Unix server, skew3.
TSP is command driven econometrics and statistics package. While the initials stand for "Time Series Processor", it can also handle cross section and panel data, that allow estimation and estimation under various methods. The TSP language includes symbolic differentiation and matrix algebra, and random number generation. Its feature may make coding a likelihood function, and placing parameter restrictions on it, easier relative to other software packages.
TSP can be run in batch or interactively. The interactive interface is "text-based" -- it can be run over a SSH connection. To start TSP in interactive more, type
Hard copies can be found in the Research Computing Library, in Jacobs 4219.
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