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OxMetrics

Software information
DeveloperOxMetrics Technologies
Stable release6.2
Latest release dateJuly 2011|operating_system=Windows Mac OS X Linux
Operating systemWindows Mac OS X Linux
Typeprogramming language econometric software
Licenseproprietary
Websitewww.oxmetrics.net

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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.

OxMetrics 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 now a family of software packages for the econometric analysis of time series, forecasting, econometric model selection and for the statistical analysis of cross-section 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 and G@RCH for financial volatility modelling.

Hendry and Nielsen (2007)

present many empirical examples in PcGive for OxMetrics in their econometrics textbook.




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