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Item Details
| Title:
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TIME SERIES ECONOMETRICS
USING MICROFIT 5.0 |
| By: |
Bahram Pesaran, M. Hashem Pesaran |
| Format: |
Paperback |
| List price:
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£35.00 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
0199563535 |
| ISBN 13: |
9780199563531 |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Pub. date: |
27 October, 2009 |
| Pages: |
592 |
| Description: |
This is a comprehensive user manual to accompany Microfit 5.0. |
| Synopsis: |
Microfit 5.0 is an interactive, menu-driven program with a host of facilities for estimation, hypothesis testing, forecasting, data processing, file management, and graphic display. These features make Microfit 5.0 one of the most powerful menu-driven time-series econometric packages currently available. It is a major advance over Microfit 4 and offers a unique built-in interactive, searchable econometric text. It provides users with technical, functional and tutorial help throughout the package. Another key feature is that it can be used at different levels of technical sophistication. For experienced users of econometric programmes, it offers a variety of univariate methods, multivariate techniques for cointegration, principal components, canonical correlations and multivariate volatility modelling, and provides a large number of diagnostic and non-nested tests not readily available in other packages. The interaction of excellent graphics and estimation capabilities in Microfit 5.0 allows important econometric research to be carried out in a matter of days rather than weeks.This comprehensive and accessible manual outlines and explains all of Microfit's features and functionality and is a valuable resource in its own right for those new to Microfit and those who want to use and understand its more advanced features. |
| Illustrations: |
numerous figures and tables |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Returnable |
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