swMATH ID: 4927
Software Authors: Doornik JA, Hendry DF
Description: PcGive Professionaltm aims to give an operational and structured approach to econometric modelling using the most sophisticated yet user-friendly software. The accompanying books transcend the old ideas of ‘textbooks’ and ‘computer manuals’ by linking the learning of econometric methods and concepts to the outcomes achieved when they are applied. The econometric techniques of the PcGive system can be divided by the type of data to which they are (usually) applied. The documentation is comprised of three volumes, and the overview below gives in parenthesis whether the method is described in Volume I, II, III or V. Volume IV refers to the PcNaive book.
Homepage: http://www.doornik.com/pcgive/
Related Software: Ox; PcGets; Stata; R; EViews; SHAZAM; SAS; LIMDEP; CATS; GAUSS; zoo; Matlab; lgarch; AutoSEARCH; strucchange; changepoint; lars; xtable; gets; NL2SOL
Cited in: 50 Documents

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