SHAZAM
SHAZAM was a comprehensive computer program for econometricians, statisticians, engineers, sociometricians, psychometricians and others who use statistical techniques. Its primary strength was for estimating many types of regression models. Special features of SHAZAM included:
- Linear or Nonlinear Hypothesis Testing for Regression
- Coefficients,
- Linear Restrictions on Coefficients,
- Confidence Intervals and Ellipses,
- Bayesian Inequality Restrictions,
- ARIMA (Box-Jenkins) Models,
- First and Second Order Maximum-
- Likelihood or Iterative Cochrane-Orcutt Autoregressivc Models,
- Least Squares Estimation of Higher-order Autoregressive and Moving-Average Error Models,
- First Order Autoregressive Models with Lagged Dependent Variable,
- Exact and Higher Order Durbin-Watson Tests,
- Heteroskedastic Models,
- ARCH Models,
- Forecasting,
- Ridge Regression,
- Box-Cox and Box-Tidwell Regressions,
- Box-Cox Autoregressive Models,
- Autoregressive Models with Missing Observations,
- Cointegration and Unit Root Tests,
- Distributed Lags,
- Nonlinear Regression,
- Probit,
- Logit and Tobit Regression,
- Regression with Non-normal Errors,
- Robust Regression,
- Linear and Nonlinear Two and Three Stage Least Squares and Seemingly Unrelated Regression,
- Generalized Methods of Moments,
- Generalized Least Squares,
- Pooled Cross Section-Time Series,
- Regression on Principal Components,
- Principal Components,
- Factor Analysis,
- Index Numbers,
- Linear Programming,
- Stepwise Regression,
- Plots, Sorting Data and a variety of Diagnostic Tests.
University of British Columbia.
Department of Economics
$395