An Object-Oriented Matrix Programming Language Ox 6.

Book

Ox™ version 6 is an object-oriented matrix programming language. It is an important tool for statistical and econometric programming with a syntax similar to C++ and a comprehensive range of commands for matrix and statistical operations. Ox runs faster than other similar programs and can read and write spreadsheet and OxMetrics(PcGive) file formats. Ox uses the OxMetrics interface to produce publication quality graphics and reports. New estimation techniques and Monte Carlo experiments can be implemented easily and efficiently in Ox. Application procedures for dynamic econometric modelling (such as vector autoregressions and cointegration analysis) are included. Ox Packages for fractionally integrated, state space, dynamic panel data and stochastic volatility models are available for use with Ox.

Authors: Doornik, J

• Publisher: Timberlake Consultants Ltd
• Place of publication: London
• Publication date: 2009-01-01
• Language: English