PcGive
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The OxMetricstm system presents an interactive menu-driven graphics-oriented
system for econometric, statistic, and financial analysis.
The core OxMetrics program acts
as the `front-end' to a series of integrated software modules, including
PcGive.
These modules obtain their data from OxMetrics and return output and graphics
to it.
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PcGive 13
PcGive 13 is
available
from August 2009 onwards as part of OxMetrics 6. The most important
innovation is the addition of Markov-switching models.
The scope of Autometricstm for automatic econometric model selection
has also been extended.
Read about the major new features in PcGive in the
OxMetrics 2009 Newsletter (PDF, 4Mb).
Autometrics is an integral part of PcGive, and can be activated in the Model Settings dialog.
Read about Autometrics in the
OxMetrics 2007 Newsletter (PDF, 1.7Mb).
PcGive is available for Windows (32 and 64 bits), OS X and Linux (32 and 64 bits),
see the OxMetrics 2008 Newsletter (PDF, 5Mb).
Overview
PcGive Professionaltm aims to give an operational and structured approach to
econometric modelling using the most sophisticated yet user-friendly
software. The accompanying books transcend the old ideas of `textbooks' and
`computer manuals' by linking the learning of econometric methods
and concepts to the outcomes achieved when they are applied.
The econometric techniques of the PcGive system can be divided by the
type of data to which they are (usually) applied. The documentation is comprised
of three volumes, and the overview below gives in parenthesis whether
the method is described in Volume I, II or III. Volume IV refers to the PcNaive book.
- Models for cross-section data
- Cross-section Regression (I)
- Models for discrete data
- Binary Discrete Choice (III): Logit and Probit
- Multinomial Discrete Choice (III): Multinomial Logit
- Count data (III): Poisson and Negative Binomial
- Models for financial data
- GARCH Models (III): GARCH in mean, GARCH with Student-t, EGARCH,
Estimation with Nelson&Cao restrictions
- Models for panel data
- Static Panel Methods (III): within groups, between groups
- Dynamic Panel Methods (III): Arellano-Bond GMM estimators
- Models for time-series data
- Single-equation Dynamic Modelling (I), including
Autometricstm.
- Multiple-equation Dynamic Modelling (II):
VAR and cointegration, simultaneous equations analysis
- Regime Switching Models (III): Markov-switching
- ARFIMA Models (III):
exact maximum likelihood, modified-profile
likelihood or non-linear least squares
- Seasonal adjustment using X12Arima (III):
regARIMA modelling,
Automatic model selection,
Census X-11 seasonal adjustment.
- Monte Carlo
- AR(1) Experiment using PcNaive (IV)
- Static Experiment using PcNaive (IV)
- Advanced Experiment using PcNaive &Ox Professional (IV)
- Other models
- Nonlinear Modelling (I)
- Descriptive Statistics (I)
PcGive uses OxMetrics for data input and graphical and text output.
OxMetrics has its own help system.
Even though PcGive is largely written in Ox Professional, it
does not require Ox to function.
More information...
Documentation