JET (Java Econometrics Toolkit) aims to provide a Java-based high-quality open-source (under a commercially-friendly license) collection of econometrics tools.
The jet-regression
module includes:
The jet-hypothesis
module includes:
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.