Overview

This is a comprehensive user manual to accompany Microfit 5.0. The manual discusses all of Microfit's features and functionality to assist users and to act as a reference. Microfit 5.0 is a fully updated, interactive econometric software package designed specifically for the econometric modelling of time series data. It is suitable for students, academics, and practitioners, as the package can easily be adapted for use at different levels of technical sophistication.

Full Product Details

Author:   Bahram Pesaran (Research Consultant at Wadhwani Asset Management) ,  M. Hashem Pesaran (Professor of Economics, University of Cambridge)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 18.80cm , Height: 3.10cm , Length: 24.40cm
Weight:   1.112kg
ISBN:  

9780199563531

ISBN 10:   0199563535
Pages:   592
Publication Date:   27 August 2009
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Out of Print
Availability:   In Print  
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Table of Contents

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

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Author Information

Bahram Pesaran is currently a Research Consultant at Wadhwani Asset Management. He has also worked as a Research Analyst at Tudor Investment Corporation, The Bank of England, The National Institute of Economics and Social Research and The Confederation of British Industry. Hashem Pesaran is Professor of Economics at the University of Cambridge, John Elliott Chair at the University of Southern California, and a Professorial Fellow of Trinity College, Cambridge. Previously he was the head of the Economic Research Department of the Central Bank of Iran, and Professor of Economics at the University of California at Los Angeles. Dr Pesaran is the founding editor of the Journal of Applied Econometrics and has served as a Vice President at the Tudor Investment Corporation. He is a Fellow of the Econometric Society and a Fellow of British Academy

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