JMulTi Econometrics Package 4.02

A new release of the JMulTi econometrics package is available. It is now possible to specify up to two trend and level breaks for the Johansen Cointegration Test. Critical values are computed via the respective response surface.

JMulTi is an econometrics package especially for time series analysis. It is possible to specify and estimate VAR, SVAR, VECM, SVECM, STR, GARCH, and nonparametric models. JMulTi comes with a user-friendly GUI and offers powerful data handling capabilities, project management, online-help, as well as publication quality graphics.