OxMetrics - PcGive Professional

Contents

What is PcGive Professional™ (by Jurgen A. Doornik and David F. Hendry

PcGive Professional™ 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.

PcGive Professional covers the following econometric techniques:

  • Econometric Modelling (PcGive)
    • Cross-section Regression
    • Single-equation Dynamic Modelling
    • Nonlinear Modelling
    • Multiple-equation Dynamic Modelling: Vector autoregressions,cointegration, and simultaneous equations analysis
    • Descriptive Statistics
  • Limited Dependent Models (LogitJD)
    • Logit and Probit
    • Multinomial Logit
    • Count data (Poisson and Negative Binomial)
  • Volatility Models (Garch)
    • GARCH
    • GARCH in mean, GARCH with Student-t errors
    • GARCH with asymmetry and/or threshold effects
    • EGARCH, EGARCH in mean, EGARCH with GED errors
    • Estimation with Nelson&Cao restrictions
  • Panel Data Models (DPD)
    • Static panel data models,
    • within groups, between groups
    • Dynamic panel data: Arellano-Bond GMM estimators
    • combined GMM estimators
  • Time Series Models (Arfima)
    • ARFIMA(p,d,q) models
    • Exact maximum likelihood, modified-profile likelihood
    • or non-linear least squares
  • X12Arima for GiveWin
    • regARIMA modelling
    • Automatic model selection
    • Census X-11 seasonal adjustment

PcGive uses GiveWin for data input and graphical and text output. GiveWin has its own help system.
Even though PcGive is largely written in Ox, it does not require Ox to function.

X12Arima for GiveWin is a separate program which must be installed before it can be used;

more information on X12arima.

Note that, starting from version 10, PcFiml has been merged into the main PcGive program. PcFiml
does not exist as a separate program anymore.

Key Features

The description of PcGive features are described in www.pcgive.com. To return to our Web, press BACK in your browser toolbar or use the Timberlake Consultants side frame.

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Training and Consultancy

To support our PcGive users we offer the following services

Contact our Professional Services department to discuss your requirements

Technical Information

Current version - 10.1

Operating System - Windows NT/2000, 95/98/ME/XP

This PcGive Professional Web is Copyright of Timberlake Consultants Limited and Jurgen A. Doornik
Last revised: 4/7/2002