PcGive Professional

What is PcGive Professional?

PcGive Professional aims to provide an operational and structured approach to econometric modeling using the most sophisticated and easy-to-use software. The accompanying books transcend the old ideas of 'textbooks' and 'computer manuals', linking the learning of econometric methods and concepts to the results achieved when they are applied.

PcGive Professional's econometric techniques include: VAR, cointegration, simultaneous equation models, Markov Switching, ARFIMA, logit, probit, GARCH modeling, static and dynamic panel data models, X12ARIMA and more.

PCGIVE PROFESSIONAL FEATURES

Models for cross-sectional data

Cross-sectional regression

Models for discrete data

Discrete binary choice: Logit and Probit

Escolha Discreta Multinomial: Logit Multinomial

Counting data: Poisson and negative binomial

Models for financial data

GARCH models: GARCH on average, GARCH with Student-t, EGARCH, Estimation with Nelson and Cao constraints

Templates for dashboard data

Static panel methods: within groups, between groups

Dynamic Panel Methods: GMM Arellano-Bond Estimators

Models for time series data#

Single Equation Dynamic Modeling, including Autometricstm.

Dynamic Modeling of Multiple Equations: VAR and cointegration, simultaneous analysis of equations

Regime switching models: Markov switching

ARFIMA models: exact maximum probability, modified profile probability, or nonlinear least squares

Seasonal adjustment using X12Arima: regARIMA modeling, Automatic model selection, X-11 census seasonal adjustment.

Other PcGive Professional models

Nonlinear Modeling

Descriptive Statistics

System Requirements

32-bit: Windows 10, 8, 7

64-bit: Windows 10, 8, 7; Linux (x86_64); Windows