PcGive 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.