软件评论:使用PcGive10进行计量经济建模的理论与实践

Software Review: Theory and Practice of Econometric Modelling using PcGive10

Journal of Economic Surveys · 2001
被引 3
人大 AABS 2

中文导读

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。

Abstract

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.

PcGive10计量经济学软件时间序列分析面板数据模型