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OxMetrics

Known as: PcGive 
OxMetrics is an econometric software including the Ox programming language for econometrics and statistics, developed by Jurgen Doornik and David… Expand
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Papers overview

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2013
2013
Financial series occasionally exhibit large changes. To deal with those events, we assume that the observed return series… Expand
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2008
2008
The GARCH-t model is widely used to predict volatilty. However, modeling the conditional variance as a linear combination of past… Expand
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Highly Cited
2006
Highly Cited
2006
Model selection is ubiquitous as we simply do not know the underlying data generating process. However, substantial criticisms… Expand
2006
2006
Abstract Empirical and theoretical studies suggest that employment behaviour varies with the state of the labour market since… Expand
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2005
2005
The dynamic relationship between a money market (interbank) rate and different short-term lending rates is analysed by measuring… Expand
2001
2001
The paper examines foreigners demand for hotel nights in Denmark by nationality using monthly time series covering nearly 30… Expand
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Highly Cited
2001
Highly Cited
2001
 
Highly Cited
1998
Highly Cited
1998
This paper investigates the correlation between equipment investment and economic growth, and its compatibility with the Solow… Expand
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Highly Cited
1996
Highly Cited
1996
This programming manual accompanies the PcGive Professional 9.0 software, an interactive modelling package for modelling… Expand
Highly Cited
1990
Highly Cited
1990
The "PcGive" paperback is part of the "PcGive Professional 8.0" package. This package offers a range of data description… Expand