is a statistical package, written by Jurge Doornik and David
Hendry of Nuffield College, University of Oxford, U.K, that is
particularly well suited for time-series modeling involving the general
to specific model building approach described in Chapter 6.
Download the data
sets and command files to reproduce the examples in this book using
PcGive. For details about free as well as professional versions of
PcGive visit its Web site.