OxMetrics

Known as: PcGive 
OxMetrics is an econometric software including the Ox programming language for econometrics and statistics, developed by Jurgen Doornik and David… (More)
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Topic mentions per year

Topic mentions per year

2000-2014
01220002014

Papers overview

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2011
2011
Financial series occasionally exhibit large changes. To deal with those events, we assume that the observed return series… (More)
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2008
2008
  • Neil R. Ericsson
  • 2008
Robustness and fragility in Leamer’s sense are defined with respect to a particular coefficient over a class of models. This… (More)
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2007
2007
  • Q. Farooq Akram, Ragnar Nymoen
  • 2007
We investigate the economic significance of trading off empirical validity of models against other desirable model properties… (More)
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2007
2007
  • E. Vogelvang
  • 2007
In this paper we are interested to investigate the short-run and long-run price behaviour of related agricultural commodities. We… (More)
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2006
2006
Several features of the U.S. natural rate of unemployment are reconsidered through specification and testing of econometric… (More)
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2003
2003
  • Alberto Humala
  • 2003
The dynamic relationship between a money market (interbank) rate and different short-term lending rates is analysed by measuring… (More)
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2002
2002
This paper offers a framework for judging when the discrepancy embodied in current account forecasts is large. The first step in… (More)
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Review
2002
Review
2002
Regression-based tests of forecast probabilities of particular events of interest are constructed. The event forecast… (More)
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2001
2001
Over the past few decades preferences for holidays have changed. Today people are more inclined to separate their holidays into… (More)
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2000
2000
The main feature of the CoIL challenge data is that the observed response is discrete: we only observe whether or not the… (More)
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