Publication:
PcGive Professional 8: A Review

Thumbnail Image
Identifiers
URI: https://hdl.handle.net/10016/2547
ISSN: 0883-7252
Files
escribano_pcgive_JAE_1995.pdf (449.51 KB)
Publication date
1995
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
John Wiley & Sons
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
Abstract
PCGive 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, respectively
Description
Keywords
Bibliographic citation
Journal of Applied Econometrics. 1995, vol.10, nº 1, p.79-86
Collections
DE - Artículos de Revistas