The main modules apart from PcGive for dynamic econometric models (ARDL, VAR, GARCH, Switching, Autometrics), panel data models (DPD), limited dependent models, are STAMP for structural time series modelling, "SsfPack" for State space methods and "G@RCH" for financial volatility modelling. Hendry & Nielsen (2007) present many empirical examples in PcGive for OxMetrics in their econometrics textbook. Durbin & Koopman (2012) give modern examples in their time series analysis textbook.
Durbin, J.; Koopman, S. J. (2012). Time Series Analysis by State Space Methods (Second ed.). Oxford University Press.
Hendry, D. F.; Nielsen, B. (2007). Econometric Modeling: A Likelihood Approach. Princeton University Press.
Renfro, C. (2004). "Econometric software: The first fifty years in perspective" (PDF). Journal of Economic and Social Measurement. 29: 9–107.
External linksedit
PcGive
STAMP software
G@RCH software
Comparison of mathematical programs for data analysis ScientificWeb
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April 14, 2024
oxmetrics, econometric, software, including, programming, language, econometrics, statistics, developed, jurgen, doornik, david, hendry, originates, from, pcgive, first, econometric, software, personal, computers, initiated, david, hendry, 1980s, london, schoo. OxMetrics is an econometric software including the Ox programming language for econometrics and statistics developed by Jurgen Doornik and David Hendry OxMetrics originates from PcGive one of the first econometric software for personal computers initiated by David Hendry in the 1980s at the London School of Economics OxMetricsDeveloper s OxMetrics TechnologiesStable release7 0 July 2013Operating systemWindows Mac OS X LinuxTypeprogramming language econometric softwareLicenseproprietaryWebsitewww timberlake co uk software oxmetrics htmlOxMetrics builds on the Ox programming language of Jurgen Doornik developed at University of Oxford Renfro 2004 describes the history of econometric software packages OxMetrics is a family of software packages for the econometric and financial analysis of time series forecasting econometric model selection and for the statistical analysis of cross sectional data and panel data The main modules apart from PcGive for dynamic econometric models ARDL VAR GARCH Switching Autometrics panel data models DPD limited dependent models are STAMP for structural time series modelling SsfPack for State space methods and G RCH for financial volatility modelling Hendry amp Nielsen 2007 present many empirical examples in PcGive for OxMetrics in their econometrics textbook Durbin amp Koopman 2012 give modern examples in their time series analysis textbook Contents 1 See also 2 References 3 External links 3 1 SupportSee also editEconometric software Comparison of statistical packagesReferences editDurbin J Koopman S J 2012 Time Series Analysis by State Space Methods Second ed Oxford University Press Hendry D F Nielsen B 2007 Econometric Modeling A Likelihood Approach Princeton University Press Renfro C 2004 Econometric software The first fifty years in perspective PDF Journal of Economic and Social Measurement 29 9 107 External links editOxMetrics Homepage PcGive STAMP software G RCH software Comparison of mathematical programs for data analysis ScientificWebSupport edit Ox mailing list Retrieved from https en wikipedia org w index php title OxMetrics amp oldid 1203494662, wikipedia, wiki, book, books, library,
