Statistics and Econometrics 

By Steven Stern.
By E. Prescott.
Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.
By J. Newton
Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.
Complete code of six standalone Fortran programs for cluster analysis, described and illustrated in L. Kaufman and P.J. Rousseeuw (1990), "Finding Groups in Data: an Introduction to Cluster Analysis", Wiley.
Cluster generation, hierarchical clustering with influence detection, and KMeans clustering with influence detection, by Glenn Milligan.
Fortran 77 programs for correspondence analysis, by Jari Oksanen.
Computer Program for Multifactor Relative Risks and Tests of Hypotheses Using a VarianceCovariance Matrix from Linear and LogLinear Regression, by Leif E. Peterson, Journal of Statistical Software v2 (1997).
Developed by Robert E. Kalaba and Leigh Tesfatsion, implements the flexible least squares (FLS) approach to timevarying linear regression proposed by Kalaba and Tesfatsion in "TimeVarying Linear Regression Via Flexible Least Squares," Computers and Mathematics With Applications 17 (1989), 12151245. The FLS program has been incorporated into the statistical packages SHAZAM (Version 8.0) and GAUSS (TSM version 1.2).
Computers /
Algorithms /
Pseudorandom_Numbers
