EasyReg: 1999 versions
Difference between Version 1.20
(July 1998) and Version 1.21 (January 1999):
The EasyReg main module (EASYREG.EXE) has been completely
redesigned. All the menus are now on the new menu bar, which saves a large
number of windows and therefore memory.
The output file can now be read via different wordprocessors.
The user can now access my home page and the EasyReg
webpage from EasyReg, via Netscape or Internet Explorer.
The user can now choose the font and font size of the
EasyReg controls, except for the fixed (non-proportial) font which is used
for displaying the output and variable names.
EasyReg now checks automatically the Windows setting.
Under non-English versions of Windows, EasyReg may not work properly if
the decimal delimiter is a comma rather than a point.
It is now possible to import data from the clipboard,
for example Excel data that have been pasted and copied to the clipboard,
or to type in data while EasyReg is running.
The Windows rescale and close control buttons have been
removed from all the EasyReg windows, except the "minimize" and close button
on the EasyReg background window. By minimizing EasyReg, all the EasyReg
windows are now automatically reduced to a single icon.
It is now possible to impose Granger causality restrictions
in VAR's with more that 9 variables. (Cf. Version 1.13).
It is now possible to estimate linear and nonlinear
time series regression models (possibly with ARMA errors) under (G)ARCH.
When computing the autocorrelation function of a single
time series, the Box-Pierce and Ljung-Box Q statistics are now computed
for lags up to 10% of the sample size (cf. Version 1.20). In that case
also the partial autocorrelations are now computed and plotted. The latter
is due to a request from an EasyReg user.
A bug in the module which calculates the p-value of
a chi-square test, causing in some cases an "out of stack space" error,
has been repaired.
A bug in the nonparametric regression module, causing
an error if a subset of observation is used, has been repaired.
All inactive windows are unloaded and hidden, so that
they no longer appear on the taskbar of Windows 95.
All estimation and testing approaches based on my own
research have been moved to the "Research level". The "Research level"
is now the default level when you start up EasyReg.
The menu buttons on the "What to do next?" window of
the single equation modules have been replaced by a menu bar. The free
space is used to display an example of an EasyReg banner advertisement
with access to the webpage involved.
Difference between Version 1.21
(January 1999) and Version 1.22 (January 1999):
Shortly after releasing version 1.21 I found a couple
of non-essential but annoying bugs, in particular in the DATA and TEACHING
modules. Moreover, minimizing EasyReg did not work properly. These bugs
have been repaired. Sorry for the inconvenience.
The main module EASYREG.EXE will now be unloaded from
the memory when one of the other modules is loaded, and reloaded when the
latter module is done with its tasks, in order to save memory. This also
eliminated the bug regarding minimizing EasyReg.
Difference between Version 1.22
(January 1999) and Version 1.23 (February):
As said before, EasyReg may not work properly under
non- American versions of Windows, since in quite a few of these version
the decimal delimiter is a comma rather than a point. Since I got too many
queries from EasyReg users in Europe why EasyReg did not work, I had build
in, in Version 1.21, an automatic check of whether a decimal comma is used,
or not. However, this procedure did not always work. It should work now.
EasyReg used to refuse data files with long files names.
It now accepts these files (since February 11, 1999).
Difference between Version 1.23
(February 1999) and Version 1.24 (March 1999):
A bug in the module for computing artificial ARIMA time
series, which prevented the generation of time series of length 500, has
A line style option has been added to the module for
plotting time series.
Some cosmetic changes has been made in the module for
nonlinear nonparametric co-trending analysis. These changes mainly involve
the plots of the common trends and the co-trending relations.
In conducting VAR innovation response analysis with
Granger-causality restrictions, EasyReg produces a lot of output, especially
if the number of variables and/or the lag order is large, and if several
SUR estimation rounds are required. However Visual Basic text boxes have
a large but finite capacity, depending on the memory of your PC. In the
case that the maximum number of characters in the text box is reached,
the previous version of EasyReg gave an "Out of memory" message and crashed.
(Thanks to Dave Cushman for pointing this out to me.) The current version
now writes the contents of the full text box to the output file OUTPUT.TXT,
then clears the text box involved, and continues.
Difference between Version 1.24
(March 1999) and Version 1.25 (April 1999):
The confidence bands in the plot of the periodogram
(module PERGRAM.EXE) were incorrect. This has been repaired. Moreover,
it is now possible to zoom in a section of the periodogram.
The module CORMAT.EXE, which computes the correlation
matrix, did not skip missing values in the case of cross-section data.
It does now.
Next to the 16 bits version of EasyReg, there is now
also a 32 bits version available.
Difference between Version 1.25
(April 1999) and Version 1.26 (July 1999):
The 32 bits version of EasyReg has been removed from
the web, because it did not work properly.
A non-essential bug in the module for plotting time
series, which caused an 'input past end' error if a data entry is larger
than the limit for single precision variables, has been repaired.
EasyReg checks how old the version is that you are using,
and gives every three months a recommendation to look at the EasyReg webpage
in order to see if there is a newer version available. This check did not
work correctly in Europe, because of the date setting of Windows (day-month-year
rather than month-day-year). The bug involved has been repaired.
EasyReg now also supports quantile regression for time
Difference between Version 1.26
(July 1999) and Version 1.27 (August 1999):
A bug in the procedure for merging cross-section data
files, causing a mix-up of the variable names, has been repaired.
Nonparametric kernel density estimation (module KDENSITY.EXE)
has been added to the 'Data analysis' menu.
The distribution tools module has been extended with
the Dickey-Fuller 'rho' and 'tau' statistics. The Dickey-Fuller 'rho' distributions
1,2 and 3 are the asymptotic distributions of n (=sample size) times the
OLS estimate of the coefficient 'a', and the 'tau' distributions 1, 2 and
3 are the asymptotic distributions of the t-statistics of 'a', in one of
the following three AR models, respectively:
under the hypothesis that y(t) is a Gaussian random
walk: y(t) = y(t-1) + u(t), where u(t) is i.i.d. standard normal. These
distributions play a key-role in the Augmented Dickey-Fuller and Phillips-Perron
unit root tests.
A matrix calculator (module MATRIX.EXE) has been added
to the 'Tools' menu.
y(t) - y(t-1) = a.y(t-1) + u(t),
y(t) - y(t-1) = a.y(t-1) + b + u(t),
y(t) - y(t-1) = a.y(t-1) + b + c.t + u(t),
Oops! When I loaded the new
version of EasyReg on the web on August 1, 1999, the file MATRIX.EXE was
not included in ERSETUP.ZIP (it was only included in ERSETUP1.ZIP). Effective
August 3, 1999, this has been corrected.
Windows WordPad has been added to the list of text editors
for viewing the output file.
The first three upgrades were needed for the revision
of one of my papers.
Difference between Version 1.27
(August 1999) and Version 1.28 (August 1999):
All upgrades but the last are due to queries from many
first-time EasyReg users.
Difference between Version 1.28
(August 1999) and Version 1.29 (September 1999):
A new menu item, Help!, has been added, which answers
most of the questions that may arise when you start-up EasyReg the very
A new module, TOUR.EXE, has been added. This module
is accessible via the File menu, and explains step-by-step the process
of importing data.
Some of the menu items on the EasyReg front page have
If you try (as some people did) to run one of the other
executable files in the EasyReg directory than EASYREG.EXE, you will now
get a more elaborate response than before (which was: This
program will not run stand alone!), and then EASYREG.EXE will automatically
The periodogram module (PERGRAM.EXE) has been extended
with more options, which was needed for my research.
Difference between Version 1.29
(September 1999) and Version 1.30 (October 1999):
A non-essential bug in the Augmented Dickey-Fuller unit
root test (the t-values of the intercept and time trend were incorrect)
has been repaired. Thanks to Dr. Igor Pelipas for pointing this out to
A new module (CUNITR.EXE) has been added. This module
conducts tests for complex unit roots, according to the approach in:
Bierens, H.J. (1999): "Complex Unit Roots and Business
Cycles: Are They Real?", working paper in progress (Click
The module for computing the periodogram of a time series
has been upgraded, in order to accommodate my research on complex unit
The ICM test of median regression models now runs in
the background, because the applications in:
take several hours.
Bierens, H.J. and D. Ginther (1999): "Integrated Conditional
Moment Testing of Median Regression Models, With Applications to Wage Equations",
working paper (click here to download)
The WWW menu has been extended with links to my downloadable
papers web page, and my downloadable lecture
notes web page.
The warning saying that nonparametric co-trending approach
in the paper
may not be final has been removed, because the paper
has been accepted for publication in the Journal of Business & Economic
Bierens, H.J. (1999), "Nonparametric Nonlinear Co-Trending
Analysis, with an Application to Inflation and Interest in the U.S." (click
here to download)
The non-proportional font is now also adjustable.
A new module has been added, SMINKDEN.EXE, which conducts
Bierens' Sample Moments Integrating Normal Kernel (SMINK) density estimation
(univariate only). Reference:
Bierens, H.J. (1983), "Sample Moments Integrating Normal
Kernel Estimators of Multivariate Density and Regression Functions", Sankhya,
Series B, 45, 160-192.
The database menu in module DATABASE.EXE has been extended
with two new buttons, "Backup database" and "Restore database", plus a
warning to backup the database before you remove variables from the database.
Moreover, upon installation of a new version of EasyReg, the existing database
files EASYREG.DB1 and EASYREG.DB2 are no longer automatically overwritten,
but only the backup files. However, if you install EasyReg for the first
time, these database files are automatically copied to the EasyReg directory.
Oops 1: After loading the
new version on the web on October 12, at 1 AM Eastern US time, I found
a bug which disabled most of the menu items. This has been repaired the
same day, at 6 PM. If you have downloaded EasyReg during this time period,
you have to do it again. Sorry.
Oops 2: On October 18,
1999, after a query from an EasyReg user, a bug in version 1.30 has been
repaired which generated a warning message saying "The database files EASYREG.DB1
and/or EASYREG.DB2 are missing. Download EasyReg again!", while these database
files were actually in place. This bug appeared to be system dependent:
On my systems the bug was ineffective, and therefore I could not detect
The recommended conclusion regarding the number of cointegrating
vectors in the Johansen cointegration procedure was incorrect if the lambda
max and trace tests give conflicting results. Effective October 20, 1999,
this has been repaired.
The automatic check of whether a decimal comma is used
or not did (again) not work. Effective October 22, 1999, it should work
Importing large data files in EasyReg used to take a
long time, because EasyReg automatically checked the format and validity
of the chosen data file. On older systems this looked like EasyReg was
freezing up. Effective October 29, 1999, this automatic check has been
replaced by a message box which asks you if you want EasyReg to determine
the format and validity of the data file for you, or not. If so, the title
bar of the window involved will now keep you posted of what EasyReg is
doing. Moreover, this check is now done in the background, so that you
can do other things while EasyReg is working.
This change has been made because an EasyReg user
wanted to import the data file MEDIAN.DAT, which
contains more than 28,000 cross-section observation on 10 variables, but
his PC froze up for too long.
When you upgraded an older version (1.21-1.29) of EasyReg,
the proportional and non-proportional fonts may look weird. This was due
to the fact that I compiled EasyReg on different computers, and that the
font codes on my home computer are different from the ones on my office
computer, and vice versa. Effective November 2, 1999, this bug has been
repaired. When you upgrade EasyReg, the fonts are now automatically reset
to the default fonts ("Arial" for the proportional font, "Fixedsys" for
the non-proportional font).
When accessing the internet for the first time, EasyReg
will now (effective November 3, 1999) scan your hard disk for the location
of the following web browsers:
in this order. The first one found will be used. Previously,
EasyReg scanned first for Netscape, and if not found then only for Internet
Microsoft Internet Explorer
Effective November 3, 1999, the link to my home page
has been moved from the "About" menu to the "WWW" menu. The "WWW" menu
has been extended with a link to the web page of the
of Economics of PennState University.
The "Help!" menu has been extended with another query
Effective November 13, 1999, it is now possible to generate
artificial panel data (small T/Large N only).
Effective November 13, 1999, GMM now supports dynamic
panel data models.
The file EASYREG.DB3 which is used to compute the p-values
and critical values of the Dickey-Fuller test statistics got damaged, causing
an overflow error. Effective November 13, 1999, this has been repaired.
The files EASYREG.DB3 and EASYREG.DB4 got damaged again.
I am still trying to figure out why. Meanwhile, effective December 3, 1999,
these files have been repaired (again).
Effective December 3, 1999, the check on the existence
of the database files EASYREG.DB1 and EASYREG.DB2 has been improved, because
somehow the previous procedure did harm to these files.
The automatic check of whether a decimal comma is used
or not (see Version 1.21-1.23) did not work again. Effective December 15,
1999, it should work again.