<Previous version: PcGive 11>
PcGive 12: enhancements and solved problems
New in PcGive 12
- Now a module in the new OxMetrics 5 system.
- Autometricstm 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.
This file last changed .