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132:. OxMetrics originates from PcGive, one of the first econometric software for personal computers, initiated by David Hendry in the 1980s at the
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for dynamic econometric models (ARDL, VAR, GARCH, Switching, Autometrics), panel data models (DPD), limited dependent models, are
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present many empirical examples in PcGive for OxMetrics in their
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describes the history of econometric software packages.
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Comparison of mathematical programs for data analysis
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106:www.timberlake.co.uk/software/oxmetrics.html
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262:Econometric Modeling: A Likelihood Approach
254:(Second ed.). Oxford University Press.
251:Time Series Analysis by State Space Methods
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279:Journal of Economic and Social Measurement
116:is an econometric software including the
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259:Hendry, D. F.; Nielsen, B. (2007).
248:Durbin, J.; Koopman, S. J. (2012).
236:Comparison of statistical packages
201:methods and "G@RCH" for financial
128:, developed by Jurgen Doornik and
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901:Statistical programming languages
143:of Jurgen Doornik developed at
217:give modern examples in their
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185:The main modules apart from
16:Econometric software package
215:Durbin & Koopman (2012)
207:Hendry & Nielsen (2007)
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134:London School of Economics
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197:modelling, "SsfPack" for
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139:OxMetrics builds on the
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31:OxMetrics Technologies
896:Econometrics software
47:7.0 / July 2013
669:Revolution Analytics
366:Statistical software
231:Econometric software
219:time series analysis
176:cross-sectional data
145:University of Oxford
84:econometric software
81:programming language
270:Renfro, C. (2004).
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649:Mathematica
407:Open-source
205:modelling.
199:State space
195:time series
168:forecasting
164:time series
156:econometric
96:proprietary
890:Categories
874:Comparison
833:Analyse-it
789:Statistica
624:Statistics
584:Commercial
468:GNU Octave
397:X-12-ARIMA
242:References
221:textbook.
213:textbook.
203:volatility
180:panel data
126:statistics
840:for Excel
784:SigmaStat
659:OxMetrics
601:Data Desk
536:XLispStat
160:financial
114:OxMetrics
20:OxMetrics
867:Category
799:StatXact
759:Microfit
689:StatView
679:SmartPLS
546:Freeware
516:SageMath
473:OpenBUGS
387:Epi Info
382:Dataplot
285:: 9–107.
225:See also
66:Mac OS X
838:UNISTAT
826:add-ons
814:UNISTAT
764:Minitab
754:MedCalc
739:GenStat
720:Windows
644:Mathcad
574:WinBUGS
559:CumFreq
510:RStudio
496:IPython
450:Jupyter
324:Support
102:Website
91:License
63:Windows
849:RExcel
804:SYSTAT
779:SHAZAM
749:LISREL
744:LIMDEP
734:EViews
699:S-PLUS
694:SUDAAN
654:MATLAB
569:XploRe
564:SegReg
521:SimFiT
488:Python
478:Orange
460:thon,
440:JMulTi
302:PcGive
187:PcGive
844:XLfit
824:Excel
769:MLwiN
711:(WPS)
684:Stata
639:Maple
606:GAUSS
554:BV4.1
492:PyMC3
456:lia,
445:Julia
425:gretl
392:CSPro
275:(PDF)
191:STAMP
69:Linux
774:NCSS
729:BMDP
722:only
664:RATS
627:IBM
622:SPSS
620:IBM
531:Stan
500:IDLE
483:PSPP
435:JAGS
430:JASP
415:ADMB
178:and
158:and
124:and
120:for
76:Type
704:TSP
674:SAS
634:JMP
420:DAP
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Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.