Time Series Econometrics

• Must have reference for fully updated Microfit 5.0
• Ideal for those new to Microfit and those wanting to use and understand its more advanced features
• Outlines and explains all of Microfit's features and functionality

Readership: Users of Microfit 5.0. Academics, students and practitioners working in applied macroeconometrics and time series analysis

Bahram Pesaran, Research Consultant at Wadhwani Asset Management, and M. Hashem Pesaran, Professor of Economics, University of Cambridge

Introduction to Microfit
1: Introduction
2: Installation and Getting Started
Processing and Data Management
3: Inputting and Saving Data Files
4: Data Processing and Preliminary Data Analysis
5: Printing/ Saving Results and Graphs
Estimation Menus
6: Single-Equation Options
7: Multiple Equation Options
8: Volatility Modelling Options
Tutorial Lessons
9: Lessons in Data Management
10: Lessons in Data Processing
11: Lessons in Linear Regression Analysis
12: Lessons in Univariate Time Series Analysis
13: Lessons in Non-Linear Estimation
14: Lessons in Probit and Logit Estimation
15: Lessons in VAR Modelling
16: Lessons in Cointegration Analysis
17: Lessons in VARX Modelling and Trend/ Cycle Dec.
18: Lessons in SURE Estimation
19: Lessons in Univariate GARCH Modelling
20: Lessons in Multivariate GARCH Modelling
Econometric Methods
21: Econometrics of Single Equation Models
22: Econometrics of Multiple Equation Models
23: Econometrics of Volatility Models
Appendices
A: Size Limitations
B: Statistical Tables