JET (Java Econometrics Toolkit) aims to provide a Java-based high-quality open-source (under a commercially-friendly license) collection of econometrics tools.

JET modules

Regression

The jet-regression module includes:

Hypothesis Testing

The jet-hypothesis module includes:

Acknowledgements

We are very grateful to Professor James MacKinnon of Queen's University, Ontario, for making available the results of his research papers and associated Fortran code on rejection values, which formed the basis for the Java port of the estimators.