Latin Hypercube Sampling (complements existing Monte Carlo Simulation).T-Copulas and Quasi-Normal Copula, Normal Copula for correlated simulations.Stepwise Multiple Regression (forward, backward, correlation, forward-backward).Trendline Forecasts (linear, nonlinear polynomial, power, logarithmic, exponential, moving average).Data Detrending and Cyclicality Analysis.MLE-LIMDEP (Maximum Likelihood Estimation for Limited Dependent Variables): Logit, Probit, Tobit.GARCH Models: GARCH, GARCH-M, TGARCH-M, TGARCH, EGARCH, EGARCH-T, GJR GARCH, GJR TGARCH.
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