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PcGive Professional 8: A Review

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dc.affiliation.dptoUC3M. Departamento de Economíaes
dc.contributor.authorEscribano, Álvaro
dc.date.accessioned2016-02-22T15:36:59Z
dc.date.available2016-02-22T15:36:59Z
dc.date.issued1995
dc.description.abstractPCGive Professional 8 is an interactive, menu-driven program for estimation,hypothesis testing, and evaluation of economic models in the context of dynamic systems.It consists of PcGive8, for single-equation modelling, and a fully revised version of PcFilm for system equations. With PCGive 8 it is easy and natural to implement the econometric methodology advocated by David Hendry and others; see Cook and Hendry (1994) for a recent exposition.Interesting examples of applications and descriptions of the metodology underlying PcGive include Davidson et al. (1978), Hendry and Richard (1983), Ericsson et al. (1990), Hendry and Ericsson (1991), and the PcGive manual. Applications of the econometric methodology undelying PcFiml 8 include Chong and Hendry (1986), Engle and Granger (1987), Johansen (1988), Lutkepohl (1991), Johansen and Juselius (1992), Boswijk (1992, and Hendry and Mizon (1993).The PcFiml manual gives a general introduccion and includes very interesting tutorials.This review concentrates on the main caracteristics of PcGive professionals 8 on changes over previous version; see Ericcson and Lyss (1991)and Terävirta (1988)for reviews of PcGive 6.01 and 5.01, respectivelyen
dc.description.statusPublicadoes
dc.format.mimetypeapplication/pdf
dc.identifier.bibliographicCitationJournal of Applied Econometrics. 1995, vol.10, nº 1, p.79-86
dc.identifier.issn0883-7252
dc.identifier.urihttps://hdl.handle.net/10016/2547
dc.language.isoeng
dc.publisherJohn Wiley & Sonsen
dc.relation.publisherversionhttp://www.jstor.org/stable/2284945
dc.rights.accessRightsopen access
dc.subject.ecienciaEconomíaes
dc.titlePcGive Professional 8: A Reviewen
dc.typeresearch article*
dc.type.reviewPeerReviewed
dspace.entity.typePublication
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