Thursday, December 13, 2007

Eviews 6 - Small is Beautiful

When I first ran anything on Eviews this Autumn I was quite skeptic about its true power. But when you think about it, this program knows an amazing amount of stuff for its size. And now with version 6 it gets even better (than Stata? - in some issues yes).

Not so small after its latest makeover it features some amazing new things, some of which are not available in Stata not even via the ssc channel.
See for yourself.

The things that got me jabbering was panel cointegration tests: of Pedroni (1999) up till now was the RATS's turf or Kao (2000) requiring Matlab or Gauss platforms.

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