PcGive Professionaltm 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. The econometric techniques of the PcGive system can be divided by the type of data to which they are (usually) applied. The documentation is comprised of three volumes, and the overview below gives in parenthesis whether the method is described in Volume I, II, III or V. Volume IV refers to the PcNaive book.

References in zbMATH (referenced in 37 articles )

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  1. Bekaert, Geert; Hoerova, Marie: The VIX, the variance premium and stock market volatility (2014)
  2. Hendry, David F.; Mizon, Grayham E.: Unpredictability in economic analysis, econometric modeling and forecasting (2014)
  3. Castle, Jennifer L.; Clements, Michael P.; Hendry, David F.: Forecasting by factors, by variables, by both or neither? (2013)
  4. Hendry, David F.; Mizon, Grayham E.: Econometric modelling of time series with outlying observations (2011)
  5. Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh: The new Keynesian Phillips curve revisited (2010)
  6. Puspaningrum, Heni; Lin, Yan-Xia; Gulati, Chandra M.: Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (2010)
  7. Renfro, Charles G.: The practice of econometric theory. An examination of the characteristics of econometric computation (2009)
  8. Beyer, Andreas; Farmer, Roger E.A.: Natural rate doubts (2007)
  9. Fanelli, Luca: Dynamic adjustment cost models with forward-looking behaviour (2006)
  10. Flaschel, Peter; Krolzig, Hans-Martin: Wage-price Phillips curves and macroeconomic stability: basic structural form, estimation and analysis (2006)
  11. Grigorenko, Ilya: Optimal control and forecasting of complex dynamical systems (2006)
  12. Juselius, Katarina: The cointegrated VAR model: Methodology and applications. (2006)
  13. Ooms, Marius; Doomik, Jurgen A.: Econometric software development: past, present and future (2006)
  14. Granger, Clive W.J.; Hendry, David F.: A dialogue concerning a new instrument for econometric modeling (2005)
  15. Akram, Q. Farooq: Oil prices and exchange rates: Norwegian evidence (2004)
  16. Banerjee, Anindya; Marcellino, Massimiliano; Osbat, Chiara: Some cautions on the use of panel methods for integrated series of macroeconomic data (2004)
  17. Boswijk, H.Peter; Doornik, Jurgen A.: Identifying, estimating and testing restricted cointegrated systems: an overview (2004)
  18. Brüggemann, Ralf: Model reduction methods for vector autoregressive processes. (2004)
  19. Doornik, Jürgen A.; Ooms, Marius: Inference and forecasting for ARFIMA models with an application to US and UK inflation (2004)
  20. Eitrheim, Øyvind; Husebø, Tore Anders; Nymoen, Ragnar: Empirical comparison of inflation models’ forecast accuracy (2004)

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