OxMetrics is an econometric software including the

Ox programming language Ox is an object-oriented matrix programming language with a mathematical and statistical function library, developed by Jurgen Doornik. It has been designed for econometric programming. It is available for Windows, Mac OS X and Linux platforms. ...

for

econometrics Econometrics is the application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," ''The New Palgrave: A Dictionary of ...

and

statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...

, 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 , mottoeng = To understand the causes of things , established = , type = Public research university , endowment = £240.8 million (2021) , budget = £391.1 millio ...

. OxMetrics builds on the

of Jurgen Doornik developed at

University of Oxford , mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor ...

. describes the history of econometric software packages. OxMetrics is a family of software packages for the econometric and

financial Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of fina ...

analysis of

time series In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Exa ...

, 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

modelling, "SsfPack" for State space methods and "G@RCH" for financial volatility modelling. present many empirical examples in PcGive for OxMetrics in their

textbook. give modern examples in their time series analysis textbook.

References

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External links

OxMetrics HomepagePcGiveSTAMP softwareG@RCH software

Comparison of mathematical programs for data analysis
ScientificWeb

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{{Statistical software Econometrics software Statistical programming languages Proprietary commercial software for Linux

See also

References

External links

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