PcGive 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 all top 5 Cited by 58 Authors 11 Hendry, David F. 5 Doornik, Jurgen A. 4 Nymoen, Ragnar 3 Castle, Jennifer L. 2 Baltagi, Badi H. 2 Clements, Michael P. 2 Eitrheim, Øyvind 2 Fanelli, Luca 2 Johansen, Søren Glud 2 Juselius, Katarina 2 Krolzig, Hans-Martin 2 Mizon, Grayham E. 2 Nielsen, Bent 2 Ooms, Marius 1 Akram, Q. Farooq 1 Banerjee, Anindya 1 Bass, Frank M. 1 Bekaert, Geert 1 Beyer, Andreas 1 Boswijk, H. Peter 1 Boug, Pål 1 Brüggemann, Ralf 1 Candelon, Bertrand 1 Cappelen, Ådne 1 Chevillon, Guillaume 1 Cubadda, Gianluca 1 Ericsson, Neil R. 1 Escribano, Alvaro 1 Farmer, Roger E. A. 1 Fawcett, Nicholas W. P. 1 Flaschel, Peter 1 Gaure, Simen 1 Granger, Clive William John 1 Grigorenko, Ilya 1 Gulati, Chandra M. 1 Hand, David J. 1 Hansen, Henrik 1 Heikkinen, Veli-Pekka 1 Hoerova, Marie 1 Husebø, Tore Anders 1 Jansen, Eilev S. 1 Kurita, Takamitsu 1 Lin, Yanxia 1 Lütkepohl, Helmut 1 MacKinnon, James G. 1 Marcellino, Massimiliano 1 Osbat, Chiara 1 Östermark, Ralf 1 Puspaningrum, Heni 1 Renfro, Charles G. 1 Røed, Knut 1 Rygh Swensen, Anders 1 Savio, Giovanni 1 Srinivasan, Shuba 1 Vlaar, Peter J. G. 1 Zelli, Roberto 1 Zhang, Tao 1 Zivot, Eric all top 5 Cited in 19 Serials 8 The Econometrics Journal 7 Journal of Econometrics 6 Econometric Theory 4 Journal of Economic Dynamics & Control 3 Econometric Reviews 2 Statistica Neerlandica 2 Macroeconomic Dynamics 1 Scandinavian Journal of Statistics 1 Management Science 1 Economics Letters 1 European Journal of Operational Research 1 Studies in Nonlinear Dynamics and Econometrics 1 Applied Stochastic Models in Business and Industry 1 Advanced Studies in Theoretical and Applied Econometrics 1 Lecture Notes in Economics and Mathematical Systems 1 Journal of Statistical Theory and Practice 1 Bulletin of Economic Research 1 Journal of Time Series Econometrics 1 Advanced Texts in Econometrics all top 5 Cited in 8 Fields 32 Statistics (62-XX) 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Quantum theory (81-XX) Citations by Year