Oxmetrics 发表评论(0) 编辑词条
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.
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.
附件列表
→如果您认为本词条还有待完善，请 编辑词条
词条内容仅供参考，如果您需要解决具体问题
（尤其在法律、医学等领域），建议您咨询相关领域专业人士。
2
收藏到: 
同义词: 暂无同义词
关于本词条的评论 (共0条）发表评论>>
