TSP 5.1 Reference Manual

The TSP Reference Manual contains a detailed description of every TSP command (over 150) including the method(s) used, all the options, a description of the output generated, examples of use, and a short list of references to the literature where relevant. The TSP software is a general-purpose computer language for econometric and statistical data processing, estimation, and model simulation. It can be used for any of the following tasks: applied econometrics, including teaching, macroeconomic research and forecasting, microeconometric research, analysis of panel data, sales forecasting, financial analysis. cost analysis and forecasting, Monte Carlo simulation, and estimation and simulation of economic models. Powerful nonlinear methods and extended language facilities such as symbolic differentiation, matrix algebra, and random number generation enable advanced users to experiment with their own estimation methods using a high level easy-to-program language.