PcGive Professional 8: A Review

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dc.contributor.author Escribano, Álvaro
dc.date.accessioned 2016-02-22T15:36:59Z
dc.date.available 2016-02-22T15:36:59Z
dc.date.issued 1995
dc.identifier.bibliographicCitation Journal of Applied Econometrics. 1995, vol.10, nº 1, p.79-86
dc.identifier.issn 0883-7252
dc.identifier.uri http://hdl.handle.net/10016/2547
dc.description.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
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher John Wiley & Sons
dc.title PcGive Professional 8: A Review
dc.type article
dc.type.review PeerReviewed
dc.description.status Publicado
dc.relation.publisherversion http://www.jstor.org/stable/2284945
dc.subject.eciencia Economía
dc.rights.accessRights openAccess
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