OxMetrics Books

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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
	SsfPack 3.0 Statistical Algorithms for Models in State Space Form	Siem Jan Koopman, Neil Shephard, Jurgen A. Doornik