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. Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J.: Structural analysis of vector error correction models with exogenous (I(1)) variables (2000)
  2. van Garderen, Kees Jan; Lee, Kevin; Pesaran, M. Hashem: Cross-sectional aggregation of nonlinear models (2000)
  3. Binder, Michael; Pesaran, M. Hashem: Stochastic growth models and their econometric implications (1999)
  4. Deschamps, Philippe J.: Full maximum likelihood estimation of dynamic demand models (1998)
  5. Pesaran, H. Hashem; Shin, Yongcheol: Generalized impulse response analysis in linear multivariate models (1998)
  6. McKenzie, C. R.: The properties of some two-step estimators of ARMA models. (1997) ioport
  7. McKenzie, C. R.: The properties of some two step estimators of ARMA models. (1997) ioport
  8. Siddique, M. A. B.: Demand for machinery and manufactured goods in malaysia. (1997) ioport
  9. Balcombe, Kelvin: The Carlson-Parkin method applied to NZ price expectations using QSBO survey data (1996)
  10. Godfrey, Leslie G.: Some results on the Glejser and Koenker tests for heteroskedasticity (1996)
  11. Godfrey, L. G.: Misspecification tests and their uses in econometrics (1996)
  12. Pollock, D. S. G.; Pitta, Evangelia: The misspecification of dynamic regression models (1996)
  13. McAleer, Michael: The significance of testing empirical non-nested models (1995)
  14. Pesaran, Bahram; Pesaran, M. Hashem: A non-nested test of level-differenced versus log-differenced stationary models (1995)
  15. Pesaran, M. Hashem; Timmermann, Allan G.: A generalization of the non-parametric Henriksson-Merton test of market timing (1994)
  16. Pesaran, M. H.; Pierse, R. G.; Lee, K. C.: Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (1993)
  17. Rao, B. Bhaskara: Unit root hypothesis, new classical and Keynesian models (1993)
  18. McAleer, Michael; McKenzie, C. R.: Recursive estimation and generated regressors (1992)