PcGive Professional是OxMetrics Enterprise Edtion中的一个软件。
PcGive™ is an essential tool for modern econometric modelling. PcGive™
Professional is part of OxMetrics Enterprise Edition™ and provides the latest
econometric techniques, from single equation methods to advanced cointegration,
static and dynamic panel data models, discrete choice models and time-series
models such as ARFIMA, and X-12-ARIMA for seasonal adjustment and ARIMA
modelling. PcGive™ is easy to use and flexible, making it suitable both for
teaching and research. Very importantly, PcGive 13 includes Autometrics™, a
powerful automatic model selection procedure. It also includes extensive facilities
for model simulation (PcNaive™). PcGive™ 13 now incorporates Markov
Switching Models.
