| Sumario: | The writers review econometric time series analysis software. The four software packages are Regression Analysis of Time Series (RATS) Version 4.02, Time Series Processor (TSP) Version 4.2 B, Micro Time Series Processor (MicroTSP) Version 7.0, and Generalized Instrumental Variable Estimation (PcGive) Version 7.0. Although competition has led to many common features between these four packages, there are significant differences between them. Even though all the packages have strong time-series motivation, most of them also have data-handling and estimation capabilities for analysis of large cross-sectional data sets. MicroTSP and PcGive are menu-based with an attractive and friendly user interface and, therefore, are very appropriate for interactive use and teaching purposes. RATS and TSP have well-developed programming language features and procedures that attract advanced users.
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