OxMetricstm is a family of of software packages providing an integrated solution for the
econometric analysis of time series, forecasting, financial econometric
modelling, or statistical analysis of cross-section and panel data.
OxMetrics consists of a front-end program called OxMetrics, and individual
application modules such as PcGive, STAMP, etc.
OxMetrics Enterprisetm is a single product that includes
all the important components: OxMetrics desktop, G@RCH, Ox Professional,
PcGive and STAMP.
OxMetricstm is the `desktop' for
the OxMetrics modules. OxMetrics displays reports and
graphics, which can be manipulated on screen, offers a calculator and
algebraic language for transforming data, and enables the user to open
multiple databases. A batch language allows for the automation of many of these tasks.
Oxtm is an object-oriented statistical system.
At its core is a powerful matrix language, which is complemented by a
comprehensive statistical library. Among the special features of Ox are its
speed, well-designed syntax and editor, and graphical facilities. Ox can read
and write many data formats, including spreadsheets and OxMetrics files;
Ox can run most econometric Gausstm programs.|
Ox comes in two versions: Ox Professional
and Ox Console. Ox is available for Windows, Linux, Mac (OS X),
and several Unix platforms.
Ox Professionaltm provides the full
functionality. It can be used with an editor such as OxEdit,
but also provides full integration with OxMetrics.
When running within OxMetrics, graphs and output appear there, and can be edited
on screen. The included OxPack program allows many third-party packages
to be run interactively, using data that is loaded into OxMetrics.
is the command-line
Ox Consoletm is the command-line
version. Ox programs are written in an editor (such as OxEdit)
and run from a command-prompt (console/terminal/MS-DOS) window or
from inside the editor. In comparison with Ox Professional,
Ox Console lacks the interaction with OxMetrics (so cannot show graphs, and
cannot run the GUI versions of Ox Packages). Ox Console can be used for free
under certain conditions, see here.
|Latest version ||7.20 changes issues|
|Availability ||Free for academic use (details)|
|Download ||Download the latest version at www.doornik.com|
|Platforms ||32-bit: Windows 10, 8, 7, Vista, XP; Linux (i386); OS X|
| ||64-bit: Linux (x86_64)|
extend the functionality of Ox in various ways. Once installed, they become
an integrated part of Ox. Some packages just add a few useful functions,
whereas others offer an extensive econometric or statistical technique
which can also be used interactively using Ox Professional. See the
download section for a current list of packages.
|Latest version ||Each package has its own version|
|Online documentation||Each package has its own documentation|
|Availability ||Many are free or free for academic use|
|Download ||Download packages at www.doornik.com|
|Platforms ||see OxMetrics Desktop|
aims to give an operational and structured approach to econometric modelling
using the most sophisticated yet user-friendly software. The accompanying
books transcend the old ideas of `textbooks' and `computer manuals' by
linking the learning of econometric methods and concepts to the outcomes
achieved when they are applied.|
The econometric techniques of PcGive include:
VAR, cointegration, simultaneous equations models, Markov Switching, ARFIMA, logit, probit,
GARCH modelling, static and dynamic panel data models, X12ARIMA, and more.
PcGive uses Autometricstm for automatic model selection.
is an easy to use, yet powerful text editor. Its support for syntax
highlighting, column editing, and running external tools make it especially
useful for developing and running Ox programs.
OxEdit is installed with Ox Console, but can be downloaded
separately for Windows.
- Structural time series modelling with STAMP 6.02, by Gilles Teyssière.
Journal of Applied Econometrics, 20, 2005, pp. 571-577.
- Review of PcGive 10.0, by Bernd Hayo.
Journal of Applied Econometrics, 19, 2004, pp. 525-531.
Econometric and Statistical Computing Using Ox, by
Francisco Cribari-Neto and Spyros G. Zarkos.
Computational Economics, 21, 2003, pp. 277-295.
- Review of PcGets 1 for Windows, by Gunnar Bårdsen.
The Econometrics Journal, 4, 2001.
- STAMP, Version 6.0 by Guy Judge
and Yasushi Ninomiya. The Economic Journal, 110, Nov. 2000.
Review of STAMP 6.0
by Guy Judge and Yasushi Ninomiya.
CHEER Virtual Edition, Nov. 2000.
- Ox 2.10: Beast of burden or object of desire? by Jan M Podivinsky
Journal of Economic Surveys, 13, 1998, pp. 491-502.
Comparison of mathematical programs for data analysis
(3rd ed), by Stefan Steinhaus.
(Speed comparison is on page 21, showing Ox to be the fastest language.)
- Review of PcGive Professional 9.0 for Windows, by Jaime Marquez.
Journal of Applied Econometrics, 13, 1998, pp. 411-420.
- PcGive Professional 9.0 for Windows, by Guy Judge
and R.I.D. Harris. The Economic Journal, 107, Sept. 1997.
GiveWin and PcGive 9.0 for Windows: a Review, by Guy Judge.
CHEER, 11, March 1997.
- Econometric programming environments: Gauss, Ox and
Journal of Applied Econometrics, Jan.-Feb. 1997.
- Ox: an object oriented matrix language, by
Tuakalay Kenc and J. Michael Orszag. The Economic Journal, 107, Jan. 1997.
- Matrix programming languages for
statistical computing: a detailed comparison of Gauss, Matlab and Ox,
by Ulrich Kuesters and Jens Peter Steffen.
- Review of STAMP 5.0, by Guy Judge.
The Economic Journal, 106, July 1996.
Structural Time Series Analyser, Stamp 5.0, by Guy Judge.
CHEER, 9, June 1995.
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