Microfit 3.0: an interactive econometric software package. Microfit is an interactive econometric software package for microcomputers, and is specifically designed for econometric modelling of time series data. This manual describes what Microfit is, how it works, and what it can do. It makes recent developments in econometric models accessible to students, researchers, and commercial users with its clear presentation of the methods and algorithms underlying the program’s features. In addition to a discussion of econometric methods, the manual also contains tutorial lessons, intended to complement the more traditional econometric texts used in quantitative economic courses.

References in zbMATH (referenced in 38 articles )

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  1. De Leone, R.; Giovannelli, A.; Pietrini, M.: Optimization of power production and costs in microgrids (2017)
  2. Zolfaghari, Mehdi; Sahabi, Bahram: Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (2017)
  3. Hammoudeh, Shawkat; Sari, Ramazan; Uzunkaya, Mehmet; Liu, Tengdong: The dynamics of BRICS’s country risk ratings and domestic stock markets, U.S. stock market and oil price (2013)
  4. Kaucic, Massimiliano: Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (2009)
  5. Lim, Lee K.: A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks (2008)
  6. Pesaran, M. Hashem: A pair-wise approach to testing for output and growth convergence (2007)
  7. Balcombe, Kelvin G.: Model selection using information criteria and genetic algorithms (2005)
  8. Godfrey, L. G.; Tremayne, A. R.: The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (2005)
  9. Holden, Ken; Thompson, John; Ruangrit, Yuphin: The Asian crisis and calendar effects on stock returns in Thailand (2005)
  10. Lim, Lee K.: A dollar or yen currency union in East Asia (2005)
  11. Boswijk, H. Peter; Doornik, Jurgen A.: Identifying, estimating and testing restricted cointegrated systems: an overview (2004)
  12. Eckert, Manfred: Optimal listing policy for IPOs in the German financial market (2003)
  13. Moreno-Brid, Juan Carlos: Capital flows, interest payments and the balance-of-payments constrained growth model: A theoretical and empirical analysis (2003)
  14. Bahmani-Oskooee, Mohsen; Miteza, Ilir: Do nominal devaluations lead to real devaluations in LDCs? (2002)
  15. Lim, Lee K.; McAleer, Michael: Economic growth and technological catching up by Singapore to the USA (2002)
  16. McKenzie, C. R.; McAleer, Michael: Comparing tests of autoregressive versus moving average errors in regression models using Bahadur’s asymptotic relative efficiency. (2002)
  17. Pesaran, M. Hashem; Shin, Yongcheol: Long-run structural modelling (2002)
  18. Chou, W. L.; Chao, C.-C.: Are currency devaluations effective? A panel unit root test (2001)
  19. Ghatak, Subrata; Siddiki, Jalal U.: The use of the ARDL approach in estimating virtual exchange rates in India. (2001)
  20. Bahmani-Oskooee, Mohsen; Bohl, Martin T.: German monetary unification and the stability of the German M3 money demand function (2000)

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