Last edited by Dinos
Saturday, July 18, 2020 | History

2 edition of PC-GIVE found in the catalog.

PC-GIVE

David F. Hendry

PC-GIVE

an interactive econometric modelling system : version 6.0/6.01

by David F. Hendry

  • 100 Want to read
  • 10 Currently reading

Published by [Institute of Economics and Statistics] in [Oxford] .
Written in English


Edition Notes

StatementDavid F. Hendry.
ContributionsUniversity of Oxford. Institute of Economics and Statistics.
ID Numbers
Open LibraryOL17393051M

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PC-GIVE by David F. Hendry Download PDF EPUB FB2

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Keeney, Ph.D., Professor Emeritus at the Fuqua School of Business of Duke University, USA. PC-GIVE: An interactive econometric modelling system Unknown Binding – January 1, by David F Hendry (Author) See all formats and editions Hide other formats and editions. Price New from Used from Paperback "Please retry" $ — $ Paperback $ 3 Used Author: David F Hendry.

PC-GIVE book book is the third volume of the core PcGive documentation. Volume I and II fo-cus on univariate and multivariate dynamic econometric modelling respectively.

This volume describes a wide range of econometric techniques, ranging from ARFIMA, Markov-switching and GARCH modelling through logit and panel data to XARIMA seasonal adjustments.

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The documentation is comprised of three volumes, and the overview below gives in parenthesis whether the method is described in Volume I, II or III or V.

Volume IV refers to the PcNaive book. PcGive is also part of OxMetrics Enterprise Edition. PcGive uses OxMetrics for data input and graphical and text output.

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The model class is summarized in terms of the properties of specific linear models, including cointegration and equilibrium (error) correction. Model evaluation is based on the associated information taxonomy, for sequential conditioning, exogeneity, invariance, constancy and recursivity, and encompassing.

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