Microfit 3.0: an interactive econometric software package. Microfit is an interactive econometric software package for microcomputers, and is specifically designed for econometric modelling of time series data. This manual describes what Microfit is, how it works, and what it can do. It makes recent developments in econometric models accessible to students, researchers, and commercial users with its clear presentation of the methods and algorithms underlying the program’s features. In addition to a discussion of econometric methods, the manual also contains tutorial lessons, intended to complement the more traditional econometric texts used in quantitative economic courses.

References in zbMATH (referenced in 27 articles )

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  1. De Leone, R.; Giovannelli, A.; Pietrini, M.: Optimization of power production and costs in microgrids (2017)
  2. Kaucic, Massimiliano: Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (2009)
  3. Lim, Lee K.: A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks (2008)
  4. Balcombe, Kelvin G.: Model selection using information criteria and genetic algorithms (2005)
  5. Godfrey, L.G.; Tremayne, A.R.: The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (2005)
  6. Holden, Ken; Thompson, John; Ruangrit, Yuphin: The Asian crisis and calendar effects on stock returns in Thailand (2005)
  7. Lim, Lee K.: A dollar or yen currency union in East Asia (2005)
  8. Bahmani-Oskooee, Mohsen; Miteza, Ilir: Do nominal devaluations lead to real devaluations in LDCs? (2002)
  9. Lim, Lee K.; McAleer, Michael: Economic growth and technological catching up by Singapore to the USA (2002)
  10. Chou, W.L.; Chao, C.-C.: Are currency devaluations effective? A panel unit root test (2001)
  11. Bahmani-Oskooee, Mohsen; Bohl, Martin T.: German monetary unification and the stability of the German M3 money demand function (2000)
  12. Pesaran, M.Hashem; Shin, Yongcheol; Smith, Richard J.: Structural analysis of vector error correction models with exogenous $I(1)$ variables (2000)
  13. van Garderen, Kees Jan; Lee, Kevin; Pesaran, M.Hashem: Cross-sectional aggregation of nonlinear models (2000)
  14. Binder, Michael; Pesaran, M.Hashem: Stochastic growth models and their econometric implications (1999)
  15. Deschamps, Philippe J.: Full maximum likelihood estimation of dynamic demand models (1998)
  16. Pesaran, H.Hashem; Shin, Yongcheol: Generalized impulse response analysis in linear multivariate models (1998)
  17. McKenzie, C.R.: The properties of some two step estimators of ARMA models. (1997) ioport
  18. Siddique, M.A.B.: Demand for machinery and manufactured goods in malaysia. (1997) ioport
  19. Balcombe, Kelvin: The Carlson-Parkin method applied to NZ price expectations using QSBO survey data (1996)
  20. Godfrey, Leslie G.: Some results on the Glejser and Koenker tests for heteroskedasticity (1996)

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