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 51 articles )

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  1. Nymoen, Ragnar: Dynamic econometrics for empirical macroeconomic modelling (2020)
  2. Felix Pretis; J. Reade; Genaro Sucarrat: Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks (2018) not zbMATH
  3. Chevillon, Guillaume: Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (2017)
  4. Doornik, Jurgen A.; Hendry, David F.: Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen (2016)
  5. Hendry, David F.; Johansen, Søren: Model discovery and Trygve Haavelmo’s legacy (2015)
  6. Juselius, Katarina: Haavelmo’s probability approach and the cointegrated VAR (2015)
  7. Bekaert, Geert; Hoerova, Marie: The VIX, the variance premium and stock market volatility (2014)
  8. Hendry, David F.; Mizon, Grayham E.: Unpredictability in economic analysis, econometric modeling and forecasting (2014)
  9. Castle, Jennifer L.; Clements, Michael P.; Hendry, David F.: Forecasting by factors, by variables, by both or neither? (2013)
  10. Kurita, Takamitsu: Modelling time series data of monetary aggregates using (I(2)) and (I(1)) cointegration analysis (2013)
  11. Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.: Model selection when there are multiple breaks (2012)
  12. Hendry, David F.; Mizon, Grayham E.: Econometric modelling of time series with outlying observations (2011)
  13. Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh: The New Keynesian Phillips curve revisited (2010)
  14. Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, David F.: Forecasting with equilibrium-correction models during structural breaks (2010)
  15. Nielsen, Bent: Analysis of coexplosive processes (2010)
  16. Puspaningrum, Heni; Lin, Yan-Xia; Gulati, Chandra M.: Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (2010)
  17. Renfro, Charles G.: The practice of econometric theory. An examination of the characteristics of econometric computation (2009)
  18. Beyer, Andreas; Farmer, Roger E. A.: Natural rate doubts (2007)
  19. Gaure, Simen; Røed, Knut; Zhang, Tao: Time and causality: a Monte Carlo assessment of the timing-of-events approach (2007)
  20. Fanelli, Luca: Dynamic adjustment cost models with forward-looking behaviour (2006)

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