JET (Java Econometrics Toolkit) aims to provide a Java-based high-quality open-source (under a commercially-friendly license) collection of econometrics tools.
jet-regression module includes:
- Estimators of Multiple Linear Regression: OLS and GLS
- Estimators and minimisers of Information Criterion: Akaike, Hannan-Quinn, Schwarz
jet-hypothesis module includes:
- Estimators of critical values and p-values for several hypothesis tests: ECM, LRC, URC, Johansen.
We are very grateful to Professor James MacKinnon of Queen's University, Ontario, for making available the results of his research papers and associated Fortran code on rejection values, which formed the basis for the Java port of the estimators.