TSP Programs

TSP 4.4 User's Guide: postscript or PDF formatted for Acrobat Reader. User's Guide zip archives for the zipped postscript version and the zipped pdf version are also available for downloading.

For the TSP 4.5 Reference Manual, by alphabetical index: postscript or PDF formatted for Acrobat Reader. For the TSP 4.5 Reference Manual, by subject index: postscript or PDF formatted for Acrobat Reader. TSP 4.5 Reference Manual zip archives for the zipped postscript version and the zipped pdf version are also available for downloading.

Data, data generation code, and analysis programs (loaded Feb-03) for "Healthy, Wealthy, and Wise? Tests for Direct Causal Paths between Health and Socioeconomic Status, P. Adams, M. Hurd, D. McFadden, A. Merrill, and T. Ribeiro, J. Econometrics, 2003.

Examples of TSP source code (loaded Oct-95) for various time-series problems written by the staff of TSP International. Many excellent examples of working code are provided, including some advanced estimation routines, like nested logit.

Latest version (loaded Sep-97) of the Pindyck and Rubinfeld exercises and the associated data in Excel format from the new P&R Handbook for TSP, prepared by Bronwyn Hall and Sergio Schmukler. Zipped archives for the exercises and data are also available.

Bronwyn Hall occasionally puts what she describes as "toy TSP procs" in her ftp directory. For example, in October 1996 she offered some toy TSP procs for kernel regression, including univariate and multivariate Gaussian and univariate and multivariate Epanechnikov. These are very simple routines that use the Silverman bandwidth formula (see Hardle&Linton in the Handbook), but they could be useful for students or for anyone who wants easy access to nonparametric estimation in TSP. They have comments that give the arguments and there is a test run kerntest.tsp.