OxMetrics Books

OxMetrics books are more than software manuals. The OxMetrics documentation distributed with the software consists of books on econometrics using the software to help with the interpretation of results. The current books available are:

  Title Author
An Introduction to OxMetrics J.A. Doornik
PcGive 12 Volume I
Empirical Econometric Modelling Using
J.A. Doornik, D. F. Hendry
PcGive 12 Volume II
Modelling Dynamic Systems
J.A. Doornik, D. F. Hendry
PcGive 12 Volume III
Econometric Modelling
J.A. Doornik, D.F. Hendry
PcGive 12 Volume IV
Interactive Monto Carlo Experimentation in Econometrics Using PcNaive
J.A. Doornik, D.F. Hendry
PcGive (In Japanese) Hendry, D.F., Doornik, J.A., and Ichikawa Hiroya
Introduction to Ox: An Object-Oriented Matrix Language J.A. Doornik, Marius Ooms
Ox: An Object-Oriented Matrix Language J.A. Doornik
G@RCH 5
Estimating and Forecasting ARCH Models
Sébastien Laurent , Jean-Philippe Peters
STAMP 8
Structural Time Series Analyser, Modeller and Predictor
S.J. Koopman, A.C. Harvey, J.A. Doornik, N. Shephard

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Last Revised:10/18/2007