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Details about MICROFIT 5.0 Software & Book Time Series Econometrics Oxford
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MICROFIT 5.0 Windows Commercial Single User & Manual (Book & CD Pack)
624 pages | 246x189mm
978 0 19 958153 5
Oxford University Press
The included book is:
Time Series Econometrics: Using Microfit 5.0
ISBN: 978 0 19 56353 1
592 pages | numerous figures and tables | 246x189mm
978-0-19-956353-1 | Paperback
Authors:
Bahram Pesaran, Research Consultant at Wadhwani Asset Management
M. Hashem Pesaran, Professor of Economics and Fellow of Trinity College, University of Cambridge
System Requirements:
Microsoft Windows 2000, XP, Vista or 7
Major update of bestselling econometrics software package designed specifically for econometric modelling of time series data
Easily used at different levels of technical sophistication by students, academics, and practitioners
User interface has been completely revamped to improve accessibility and provide clear instructions to users
Much enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen
New to this edition
New version can run regressions using up to 102 regressors and allows 5,000,000 observation data points
Much enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen
Most files created using Microfit 4.0 can be used in Microfit 5.0
Enhanced help files now included within the software package
Time series dimension of observations can be adjusted dynamically
Allows Excel files to be imported and exported
Additional unit root tests such as Phillips-Perron, ADF-GLS, ADF-WS, and ADF-MAX
Analysis of cointegrating models, with and without weakly exogenous variables (VARX and VECMX models), essential for modelling of small open economies.
Forecasting, impulse response analysis, persistence profiles and error variance decomposition for VARX models
Principal components and canonical correlation analysis
Nonparametric density estimation (Gaussian and Epanechnikov kernels with Silverman rule of thumb and least squares cross-validation band widths)
Bootstrapped critical values for tests of over-identifying restrictions and cointegrated models
Multivariate GARCH models, allowing estimation with Gaussian and multivariate t-distributed shocks
Small sample simulation of the critical values of unit root and cointegration tests
Bootstrapped error bounds for impulse responses persistence profiles and error variance decompositions for VAR, VARX, and cointegrated VAR and VARX options
For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models. Microfit 5.0 is an interactive, menu-driven program with a host of facilities for estimating, 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.
The strength of the package lies in the fact it can be used at different levels of technical sophistication. For experienced users of econometric programs, it offers a variety of univariate and multivariate estimation methods and provides a large number of diagnostic and non-nested tests not readily available on other packages. The interaction of excellent graphics and estimation capabilities in Microfit allows important econometric research to be carried out in a matter of days rather than weeks.
Readership: Users of Microfit 5.0. Academics, students and practioners working in applied macroeconometrics and time series analysis
ABOUT THE BOOK:
Must have reference for fully updated Microfit 5.0
Ideal for those new to Microfit and those wanting to use and understand its more advanced features
Outlines and explains all of Microfit's features and functionality
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.
Readership: Users of Microfit 5.0. Academics, students and practitioners working in applied macroeconometrics and time series analysis
For students & professionals.
Save hundreds of pounds on the usual retail price.
MICROFIT 5.0 Windows Commercial Single User & Manual (Book & CD Pack)
624 pages | 246x189mm
978 0 19 958153 5
Oxford University Press
The included book is:
Time Series Econometrics: Using Microfit 5.0
ISBN: 978 0 19 56353 1
592 pages | numerous figures and tables | 246x189mm
978-0-19-956353-1 | Paperback
Authors:
Bahram Pesaran, Research Consultant at Wadhwani Asset Management
M. Hashem Pesaran, Professor of Economics and Fellow of Trinity College, University of Cambridge
System Requirements:
Microsoft Windows 2000, XP, Vista or 7
Major update of bestselling econometrics software package designed specifically for econometric modelling of time series data
Easily used at different levels of technical sophistication by students, academics, and practitioners
User interface has been completely revamped to improve accessibility and provide clear instructions to users
Much enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen
New to this edition
New version can run regressions using up to 102 regressors and allows 5,000,000 observation data points
Much enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen
Most files created using Microfit 4.0 can be used in Microfit 5.0
Enhanced help files now included within the software package
Time series dimension of observations can be adjusted dynamically
Allows Excel files to be imported and exported
Additional unit root tests such as Phillips-Perron, ADF-GLS, ADF-WS, and ADF-MAX
Analysis of cointegrating models, with and without weakly exogenous variables (VARX and VECMX models), essential for modelling of small open economies.
Forecasting, impulse response analysis, persistence profiles and error variance decomposition for VARX models
Principal components and canonical correlation analysis
Nonparametric density estimation (Gaussian and Epanechnikov kernels with Silverman rule of thumb and least squares cross-validation band widths)
Bootstrapped critical values for tests of over-identifying restrictions and cointegrated models
Multivariate GARCH models, allowing estimation with Gaussian and multivariate t-distributed shocks
Small sample simulation of the critical values of unit root and cointegration tests
Bootstrapped error bounds for impulse responses persistence profiles and error variance decompositions for VAR, VARX, and cointegrated VAR and VARX options
For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models. Microfit 5.0 is an interactive, menu-driven program with a host of facilities for estimating, 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.
The strength of the package lies in the fact it can be used at different levels of technical sophistication. For experienced users of econometric programs, it offers a variety of univariate and multivariate estimation methods and provides a large number of diagnostic and non-nested tests not readily available on other packages. The interaction of excellent graphics and estimation capabilities in Microfit allows important econometric research to be carried out in a matter of days rather than weeks.
Readership: Users of Microfit 5.0. Academics, students and practioners working in applied macroeconometrics and time series analysis
ABOUT THE BOOK:
Must have reference for fully updated Microfit 5.0
Ideal for those new to Microfit and those wanting to use and understand its more advanced features
Outlines and explains all of Microfit's features and functionality
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.
Readership: Users of Microfit 5.0. Academics, students and practitioners working in applied macroeconometrics and time series analysis
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