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Theory and Practice of Econometric Modelling Using PcGive10

By Giovanni Urga

Abstract

Abstract: This review offers a guided tour to PcGive 10 modules for econometrics analysis of time series (PcGive), limited dependent variable (LogitJD) and static and dynamic panel data analyses (DPD), financial econometric (GARCH) and time series (ARFIMA) modelling. Several empirical applications are reported to illustrate the package. Keywords: Econometric Modelling, Econometric Software, GiveWin, PcGive. 1

Year: 2001
OAI identifier: oai:CiteSeerX.psu:10.1.1.195.50
Provided by: CiteSeerX
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