PcGive 11: enhancements and solved problems

Problems in PcGive 11.0 that have been fixed in PcGive 11.1

Switched off automatic instability tests for cross-section regression.
GIVE estimation: fixed small mistake in constant of log-likelihood (reported in progress).
Panel and Arfima batch would not used the specified estimation method but default to the first one.
Storing Principal Components in database goes wrong when estimation is over a subsample. The dialog is also hidden behind the model dialog.
Automatic output of cointegration tests in system estimation leads to infinite recursion in Output, resulting in a stack overflow.

OxMetrics help index removed all entries with duplicate links. The drawback was that many useful keywords disappeared. Batch entries where missing from the PcGive help index. Arfima and Garch chapters were wrong in help index.
Options/Additional output: not printed for Cointegrated VAR
F1 Help for GARCH/Arfima forecast dialog doesn't work.
Arfima/GARCH/Logit/Panel didn't use correct graphics window names. Should be Model for Graphic Analysis, Forecasts for Forecasts, with the others (such as recursive) going to Other.
Single-equation, Cross-section, Multiple-equation batch commands testgenres, testlinres, testres gave a run-time error.
I(2) tests on model with restricted constant and additional variables restricted to the cointegrating space generates run-time error.

Now a module in the new OxMetrics 4 system.
Improved integration with OxMetrics front-end: PcGive no longer appears as a separate program, but is accessed from OxMetrics.
Dialog design has been improved.
Addition of Monte Carlo analysis of linear dynamic econometric models. Simple AR(1) and regression experiments can be designed and run interactively, displaying graphs as the Monte Carlo progresses.
More advanced experiments can be created interactively, and then run using Ox Professional.

Unrestricted system/cointegrating test: expected lag 1 variables in the same order as the dependent variables. (Would give wrong answer otherwise.)
Components graph in Cointegrated VAR: labels of variables restricted to cointegrating space are wrong.
Panel estimation: GMM instruments are kept in the model when switching from dynamic to static estimator. The GMM instruments are listed in the output, but the results are different when going to static directly (the GMM instrument dialog is only offered in dynamic estimation, so they can only be deleted there).

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