SHAZAM

SHAZAM is powerfully simple software for econometricians, statisticians, biometricians, sociometricians, psychometricians, politicometricians and all others who analyze data. SHAZAM makes complex techniques simple so you can focus on the problem, not the mechanics SHAZAM combines an easy to use Command Language with a Point-and-Click interface for reusable analysis SHAZAM is reliable, peer reviewed software used worldwide for more than 30 years in Education, Research, Government and Industry SHAZAM is well suited for numerous applications from the specification and estimation of complex models of economic behaviour to Monte Carlo simulation studies for assessing the statistical properties of test statistics SHAZAM comes with fast, responsive and FREE technical support


References in zbMATH (referenced in 32 articles )

Showing results 21 to 32 of 32.
Sorted by year (citations)
  1. Giles, Judith A.; Giles, David E. A.: Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (1996)
  2. Golan, Amos; Judge, George; Miller, Douglas: Maximum entropy econometrics: robust estimation with limited data (1996)
  3. Kalaba, Robert; Tesfatsion, Leigh: A multicriteria approach to model specification and estimation (1996)
  4. Dods, Johannah L.; Giles, David E. A.: Alternative strategies for `augmenting’ the Dickey-Fuller test: Size-robustness in the face of pre-testing (1995)
  5. Lieberman, Offer: A Laplace approximation to the moments of a ratio of quadratic forms (1994)
  6. Lieberman, Offer: Saddlepoint approximation for the least squares estimator in first-order autoregression (1994)
  7. McManus, Douglas A.; Nankervis, John C.; Savin, N. E.: Multiple optima and asymptotic approximations in the partial adjustment model (1994)
  8. Small, John P.: The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (1994)
  9. Giles, David E. A.: Pre-test estimation in regression under absolute error loss (1993)
  10. Luoma, Martti; Martikainen, Teppo; Perttunen, Jukka: Adjusting for the interval effect bias in beta coefficients on a thin security market: Application of a lag distribution model (1993)
  11. Small, John P.: The limiting power of point optimal autocorrelation tests (1993)
  12. Giles, David E. A.; Small, John P.: The power of the Durbin-Watson test when the errors are heteroscedastic (1991)