Theory and Practice of Econometric Modelling Using PCGIVE10.

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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Year of publication:	2001
Authors:	Urga, Giovanni
Published in:	Journal of Economic Surveys. - Wiley Blackwell. - Vol. 15.2001, 4, p. 571-88
Publisher:	Wiley Blackwell

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005157887