Econometric time series analysis software: a review.
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 (PcGiv...
| Publicado en: | American Statistician Vol. 48; pp. 336 - 347 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
American Statistical Association
November 1994
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=508536650&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 508536650 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 00031305 STT jtl: American Statistician issn: 00031305 maglogo: N pubinfo: dt: November 1994 vid: 48 pid: 543 pub: American Statistical Association artinfo: ui: 508536650 10.2307/2684846 ppf: 336 ppct: 11 formats: tig: atl: Econometric time series analysis software: a review. aug: au: Kim, Junghun Trivedi, Pravin K. su: Econometric software Time series analysis sug: subj: Econometric software Time series analysis ab: 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. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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