OxMetrics 资源总汇

Textbook

• Econometric Modeling:A Likelihood Approach
• An Introduction to Econometrics Using OxMetrics http://1019.cnc.jg.com.cn/forum/201110/27/aa4b190cd9ce/OxMetricsTextbook.pdf
• ARCH Models for Financial Applications https://bbs.pinggu.org/forum.php?mod=viewthread&action=printable&tid=941543
• [求书]An Introduction to OxMetrics 6 by Doornik, J.A. (2009)
• [求书]An Object-Oriented Matrix Language: Ox 6 by Doornik, J.A. (2009)
• [求书]Introduction to Ox: An Object-Oriented Matrix Language by Doornik, J.A. and Ooms, M. (2007)
• [求书]Empirical Econometric Modelling Using PcGive 13 Volume I by Doornik, Jurgen A. and Hendry, David F. (2009)
• [求书]Modelling Dynamic Systems Using PcGive 13 Volume II by Hendry, D.F., and Doornik, J.A. (2009)
• [求书]Econometric Modelling Using PcGive 13 Volume III by Doornik, J.A. and Hendry, D.F. (2009)
• [求书]PcGive 13 Volume IV: Interactive Monte Carlo Experimentation in Econometrics using PcNaive 5 by Doornik, J.A. and Hendry, D.F. (2009)
• [求书]Statistical Algorithms for Models in State Space Form SsfPack 3.0 by Koopman S.J., Shephard, N. and Doornik, J.A. (2008)
• [求书]STAMP 8.2 : Structural Time Series Analyser, Modeller and Predictor by Koopman S.J., Harvey, A.C., Doornik, J.A. and Shephard, N. (2009)
• [求书]G@RCH 6, Estimating and Forecasting ARCH Models Using G@RCH 6 by Laurent S., (2009)
• [求书]GiveWin: An Interface to Empirical Modelling by Doornik, J.A. and Hendry, D.F. (2001)
• [求书]An Introduction to OxMetrics 5: A Software System for Data Analysis and Forecasting Timberlake Consultants Press, 2009
• [求书]An Introduction to State Space Time Series Analysis, July 2007, J.J.F. Commandeur and S.J. Koopman, pp. 192, Oxford University Press.
• [求书]Readings in Unobserved Components Models, April 2005, A. Harvey and T. Proietti, pp. 472, Oxford University Press.
• [求书]Stochastic Volatility: selected readings, March 2005, N Shephard, pp. 352, Oxford University Press.
• [求书]State Space and Unobserved Component Models: Theory and Applications., June 2004, A. C. Harvey, S.J. Koopman, and N. Shephard, pp. 393, Cambridge University Press.
• [求书]Time Series Analysis by State Space Methods, June 2001, J. Durbin and S.J. Koopman, pp. 253, Oxford University Press.
• [求书]Forecasting, Structural Time Series Models and the Kalman Filter. 1989, A. C. Harvey, pp. 572, Cambridge University Press.
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• OxMetrics Enterprise 6.0, http://ishare.iask.sina.com.cn/f/23166598.html
• Oxmetrics Enterprise 6 正式完整版(Win64 及 Win32 適用) + Oxmetrics 6.3 更新檔
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• G@RCH MANUALS.pdf
• http://users.aims.ac.za/~mackay/BUGS/Manuals/
  

Lecture Notes

• An Introduction to Econometrics Using OxMetrics
• OxMetrics Seminar[OX,PcGive,OxGauss,Time Series]
• PcGive 10:0 Multiple equation Dynamic Modelling http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/jeremysmith/manual/givewin103.pdf
• The STAMP Software for State Space Models http://www.jstatsoft.org/v41/i02
• A Bayesian Analysis of Unobserved Component Models Using Ox
• The STAMP Software for State Space Models
• State Space Methods in Ox/SsfPack
• The STAMP Software for State Space Models, by Roy Mendelssohn, Journal of Statistical Software, 2011.
  

• Modelling current temperature trends, by Terence C. Mills, Journal of Data Science, 2009.
• Testing for trend, by Fabio Busetti and Andrew C. Harvey, Econometric Theory, 2008.
• Tobacco consumption and policy in the United Kingdom, by Martyn Duffy, Applied Economics, 2006.
• Growth, cycles and convergence in US regional time series, by Vasco M. Carvalho and Andrew C. Harvey, International Journal of Forecasting, 2005.
• Business and default cycles for credit risk, by Siem Jan Koopman and Andre Lucas, Journal of Applied Econometrics, 2005.
• An empirical investigation into long-term climate change in Australia, by Liam J.A. Lenten and Imad A. Moosa, Environmental Modelling and Softwares, 2003.
• Forecasting OECD industrial turning points using unobserved components models with business survey data, by Antonio Garcia-Ferrer and Marcos Bujosa-Brun, International Journal of Forecasting, 2000.