PcGive 12: enhancements and solved problems

New in PcGive 12

• Now a module in the new OxMetrics 5 system.
• Autometrics^tm for automatic model selection.
• Generate Ox code. The required oxo files are now installed, and the generated code can be run with Ox Professional.
• Enhanced status handling in Formulate dialog.
• Improved output when variable names are very long.
• Autometrics GUM now stored in history for recall (removed checkbox about Use final model in next formulation dialog).

Problems in PcGive 11.1 that have been fixed in PcGive 12

• PcNaive: SetPcGiveDimensions didn't check rows in Pi. Start formulating matrix DGP, cancel, switch to PcFiml DGP: would forget to allow for constant and trend.
• Garch: could not have lagged Y in variance.
• Batch nonlinear/ml estimation would fail if there is a variable in the database that has all missing values (or the sample size could be restricted if some variable(s) have shorter sample).
• Further output, LaTeX of nonlinear model should use \&
• Restricted cointegration: in some cases wrongly decided that restrictions on alpha were simple, in which case rescaling was applied when it shouldn't be. As a consequence, the alpha matrix would not reflect the restrictions.