Theory and practice of econometric modelling using PcGive10

Journal of Economic Surveys

Volumn 15, Issue 4, 2001, Pages 571-588

  Urga, Giovanni ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Econometric modelling; Econometric software; GiveWin; PcGive

Indexed keywords

EID: 0042358154     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-6419.00149     Document Type: Article

References (7)

1. Bellini, F. and Urga, G. (2001) Testing for predictability and integration in the Latin American countries. MTF W. P. 09-01, City University Business School, London.
2. Bai, J. and Perron, P. (1998) Estimating and testing linear models with multiple structural changes. Econometrica, 66, 47-78.
3. Banerjee, A. (1999) Panel data unit roots and cointegration: an overview. Oxford Bulletin of Economics and Statistics, 61, 607-629.
4. Banerjee, A., Lazarova, S. and Urga, G. (2001) Bootstrapping sequential tests for multiple structural breaks. City University Business School, revised version of the European University Institute Working Papers N. 98/24.
5. Banerjee, A., Lee, S. and Urga, G. (2001) Detecting structural breaks in time series: a Monte Carlo comparison. Mimeo, IRMI, City University Business School.
6. Cramer, J. S. (2001) The LOGIT Model: An Introduction for Economists, 2nd Edition. London: Timberlake Consultants Press.
7. Doornik, J. A. and Hendry, D. F. (2001) GiveWin. An Interface to Empirical Modelling. London: Timberlake Consultants Press.