| • | Data import/transformation/creation dialog. This dialog should also be available directly using command line switches. |
| • | Swap variables dialog; e.g. remove a variable from the analysis, make an endogenous variable exogenous I(1), etc. |
| • | Option to impose common cycle restrictions on the reduced form and structural form models. |
| • | Bootstrapping of variance decomposition. |
| • | Bootstrapping of generalized impulse responses and dummy impulse responses. |
| • | Bootstrapping of the C matrix. |
| • | Bootstrapping of the multi-step Granger causality tests and well as the exclusion tests for the first differences. |
| • | Bootstrapping of common cycle tests. |
| • | Monte Carlo bootstraps - only implemented for Nyblom tests so far. |
| • | Allow for fast double bootstraps; see Davidson and MacKinnon (2000b) for details. |
| • | Impulse response functions, historical decompositions, dummy, and generalized impulse response functions for variable transformations. |
| • | Bartlett correction of weak exogeneity tests; see Omtzigt (2003) for details. |
| • | Save/Open computations from mat files. |
| • | Estimated means and variances of stationary endogenous variables in VEC models without I(d) exogenous variables. |
| • | Tests for exclusions of variables; exogenous and endogenous. |
| • | Cross equation restrictions on β. |
| • | Additional restrictions on α and restrictions on the short run parameters. Allow for exact linear rational expectations models restrictions, i.e. cross equation restrictions. The estimation function linrest.m allows for general linear restrictions on all parameters of the model except for β (which are dealt with elsewhere). |
| • | Selection of different forms of structural VARs, e.g., identifying restrictions on the simultaneous relations between variables and on impulse responses at certain finite horizons along with the currently supported forms of identifying restrictions. |
| • | More Bayesian stuff, including different parameterizations of the cointegration space and prior on β. |
| • | Bartlett correction of test of restrictions on the cointegration vectors. |
| • | Conditional forecasting. |
| • | Proper Undo and Redo functions for graphics editing. |