Software Review: Theory and Practice of Econometric Modelling using PcGive10

C-Tier
Journal: Journal of Economic Surveys
Year: 2001
Volume: 15
Issue: 4
Pages: 571-588

Authors (1)

Giovanni Urga (City University)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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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.

Technical Details

RePEc Handle
repec:bla:jecsur:v:15:y:2001:i:4:p:571-588
Journal Field
General
Author Count
1
Added to Database
2026-01-29