OxMetrics, PcGive, Stamp, and G@RCH

OxMetrics provides an integrated interface for a set of packages for econometric modelling and time series analysis. OxMetrics originated with the work of Jurgen A. Doornik of Oxford University and is now developed by his firm. The main modules are Ox, a matrix language with a powerful statistical processing library and PcGive, a complete econometrics package with a host of procedures. Stamp models and forecasts structural time series models while G@RCH does the same for univariate ARCH models. This software is distributed by Timberlake Consultants. Marius Ooms kindly provided this description.

http://www.oxmetrics.net

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