PcGive Professional

PcGive Professional is an essential tool for modern econometric modelling. It provides the latest econometric techniques, from single equation methods to advanced cointegration, volatility models (GARCH, EGARCH and many variations of these models), static and dynamic panel data models, and time-series models such as ARFIMA(p,d,q), 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.

PcGive is distributed with 4 books. These books introduce the econometric methods of the program, emphasising empirical issues. The first two volumes contain an extensive econometric section, starting at a very elementary level and moving on to more advanced econometrics. In addition, there are many tutorial chapters, as well as detailed descriptions of the statistics that are computed. The volumes can be used as stand-alone textbooks, as well as providing a comprehensive reference for the PcGive system.