Abstract

This software is designed for time-series econometric analysis. Briefly, it can do the following: (i) data description both as summary statistics and as graphs; (2) dynamic model estimation via ordinary least squares, recursive least squares, instrumental variables, and autoregressive least squares; and (3) a wide range of tests. The software can accommodate only single equation estimation (but I am told that a new version of PC-FIML should be ready in the near future).

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