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 window of the single equation modules have been replaced by a menu bar.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 been repaired.
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 series.

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:

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),

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.

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):

A new menu item, Help!, has been added, which answers most of the questions that may arise when you start-up EasyReg the very first time.
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 been rearranged.
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 be executed.
The periodogram module (PERGRAM.EXE) has been extended with more options, which was needed for my research.

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 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 me.
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 here to download).

The module for computing the periodogram of a time series has been upgraded, in order to accommodate my research on complex unit roots.
The ICM test of median regression models now runs in the background, because the applications in:

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)

take several hours.

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

Bierens, H.J. (1999), "Nonparametric Nonlinear Co-Trending Analysis, with an Application to Inflation and Interest in the U.S." (click here to download)

may not be final has been removed, because the paper has been accepted for publication in the Journal of Business & Economic Statistics.

Difference between Version 1.29 (September 1999) and Version 1.30 (October 1999):

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 it.
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 again.
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:

Microsoft Internet Explorer
Netscape
Opera
Mosaic

in this order. The first one found will be used. Previously, EasyReg scanned first for Netscape, and if not found then only for 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 Department of Economics of PennState University.
The "Help!" menu has been extended with another query and answer.
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.