Software Reviews : PC-Give: Time Series Econometric Package Publisher: Institute of Economics and Statistics and Nuffield College,University of Oxford,St. Cross Building,Manor Road,Oxford,OXI 3UL,United Kingdom Year of Publication: 1992 Version Reviewed: 7 Materials: Manual-text (261 pages) and diskettes Price: $400.00 (academics qualify for a 50% discount) Machine Specificity: IBM Pc or compatible System Requirements: DOS 3.3 or higher Effectiveness: Superb User Friendliness: Superb Documentation: Very Good (not superb

Abstract

This software is designed for time-series econometric analysis. Briefly, it can do the following: (i) data description both as summary statistics and as graphs; (2) dynamic model estimation via ordinary least squares, recursive least squares, instrumental variables, and autoregressive least squares; and (3) a wide range of tests. The software can accommodate only single equation estimation (but I am told that a new version of PC-FIML should be ready in the near future).