Oberwolfach References on Mathematical Software

OxMetrics

Summary

The 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.

Authors

Dr. Clint Cummins, PhD Harvard University Dr. Jurgen A Doornik, U. Oxford, PhD University of Oxford Prof. David F Hendry, U. Oxford, PhD London School of Economics Prof. Siem Jan Koopman, VU University Amsterdam, PhD London School of Economics Dr. Sébastien Laurent U. Notre-Dame de la Paix Namur, PhD Maastricht U., Dr. Marius Ooms, VU University Amsterdam, PhD Erasmus University Rotterdam Advisory Developers Dr. Neil R. Ericsson, (FRB Washington), Prof. Bronwyn Hall (UC Berkeley/U. Oxford), Prof. Andrew C Harvey (U. Cambridge), Prof. Neil Shephard (U. Oxford), Dr. Charles Bos (VU Amsterdam),

Vendor

University of Oxford

Links

Status

projectstatus   incomplete information or not officially approved by the authors

Operating Systems

License

Commercial

Technical Category

Specialized system