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Theory and Practice of Econometric Modelling Using PCGIVE10

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Author Info
 Urga, Giovanni

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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. Copyright 2001 by Blackwell Publishers Ltd

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Article provided by Blackwell Publishing in its journal Journal of Economic Surveys.

Volume (Year): 15 (2001)
Issue (Month): 4 (September)
Pages: 571-88
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Handle: RePEc:bla:jecsur:v:15:y:2001:i:4:p:571-88

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