Software Review: Theory and Practice of Econometric Modelling using PcGive10
引导读者了解PcGive10的多个模块,包括时间序列、受限因变量、面板数据、金融计量(GARCH)和长记忆时间序列(ARFIMA)建模,并通过实证应用展示软件功能。
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.