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MICROFIT 5.0 Windows Commercial
Single User
Bahram Pesaran and M. Hashem Pesaran
Software CD-ROM
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29 October 2009
Network licence available - price on application Contact Customer Services, Electronic Publishing Tel: +44 (0) 1865 353979 Email: network-cds@oup.com
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- 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
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Bahram Pesaran, Research Consultant at Wadhwani Asset Management, and M. Hashem Pesaran, Professor of Economics and Fellow of Trinity College, University of Cambridge
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- Microsoft Windows 2000, XP or Vista
- 1 GB RAM
- Minimum 45 MB free hard disk space
- Internet access for software activation
- Microsoft mouse or compatible (optional)
- A printer for producing hard copies of graphs and regression results (optional)
- Adobe Reader 6 or later required to access the help files
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