Cointegration analysis using the Johansen technique: a practitioner's guide to the software; software review.
A review of econometric software packages that enable cointegration analysis using the Johansen technique. The packages reviewed are Microfit ver 3.0, An Interactive Econometric Software Package, developed by Hashem Pesaran and Bahram Pesaran; Cointegration Analysis of Time Series (Cats in Rats), a...
| Publicado en: | Economic Journal Vol. 104; pp. 1227 - 1237 |
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| Autor principal: | |
| Formato: | Product Evaluation |
| Publicado: |
Wiley-Blackwell
September 1994
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| Acceso en línea: | Ver este registro en EBSCOhost |
| Sumario: | A review of econometric software packages that enable cointegration analysis using the Johansen technique. The packages reviewed are Microfit ver 3.0, An Interactive Econometric Software Package, developed by Hashem Pesaran and Bahram Pesaran; Cointegration Analysis of Time Series (Cats in Rats), a beta version developed by Henrik Hansen and Katrina Juselius; and PcFiml ver 8, Interactive Econometric Modelling of Dynamic Systems, developed by Jurgen A. Doornik and David F. Hendry. |
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