Software for econometric research with a personal computer

Nes, Floor Van; Cate, Arie ten

doi:10.1016/0169-2070(89)90094-0

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1989

1999

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Cited by 4 publications

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“…The version that is under review, 3.81, is the latest release of SIMPC from DON Econometrics. It includes several new and updated features relative to version 1.5, which was reviewed by Van Nes and Ten Cate (1989).…”

Section: Introductionmentioning

confidence: 99%

Review of SIMPC 3.81

Black

1995

J of Applied Econometrics

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Section: Introductionmentioning

confidence: 99%

Review of SIMPC 3.81

Black

1995

J of Applied Econometrics

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“…Not included are those packages whose primary orientation is econometric modeling or multivariate time series, methodologies designed principally for statistically sophisticated users. For a good review of econometric packages, see van Ness and ten Cate (1988).…”

Section: Introductionmentioning

confidence: 99%

Automatic forecasting software: A survey and evaluation

Tashman

Leach

1991

International Journal of Forecasting

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Forecasting software, through the incorporation of automatic features for model selection and estimation, has made heretofore "complex" methods more accessible to the practitioner, giving rise concomitantly to claims that software now relieves the practitioner of the burden of technical knowledge. Academics, however, have questioned the wisdom of forecasting without foretraining. This paper presents a survey and evaluation of automatic forecasting, based on the features of thirteen forecasting packages which perform single-equation methods on time series data. Our goals are (a) to clarify for the practitioner the virtues and limitations of automatic forecasting, and (b) to assess whether the software encourages if not nurtures good forecasting practice in the identification, evaluation, and defense of a forecasting model. Our principal conclusions: forecasting software can provide substantial and reliable assistance to the practitioner in the selection of appropriate specifications for extrapolative models. With regard to important tasks involving the evaluation and presentation of forecasts, as well as for the determination of whether the introduction of causal variables is worthwhile, the practitioner is left largely to his own devices, expertise, and judgment. The serious danger to the untrained practitioner is the "closedworld" problem of knowing what you don't know.

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Microcomputer software of interest to forecasters in comparative review

Rycroft

1989

International Journal of Forecasting

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Software for econometric research with a personal computer

Cited by 4 publications

References 11 publications

Review of SIMPC 3.81

Review of SIMPC 3.81

Automatic forecasting software: A survey and evaluation

Microcomputer software of interest to forecasters in comparative review

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