RT Journal Article
T1 PcGive Professional 8: A Review
A1 Escribano, Álvaro
AB 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
PB John Wiley & Sons
SN 0883-7252
YR 1995
FD 1995
LK https://hdl.handle.net/10016/2547
UL https://hdl.handle.net/10016/2547
LA eng
DS e-Archivo
RD 30 abr. 2024