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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… 
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Papers overview

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Highly Cited
2008
Highly Cited
2008
The GARCH-t model is widely used to predict volatilty. However, modeling the conditional variance as a linear combination of past… 
Highly Cited
2006
Highly Cited
2006
Model selection is ubiquitous as we simply do not know the underlying data generating process. However, substantial criticisms… 
2005
2005
The dynamic relationship between a money market (interbank) rate and different short-term lending rates is analysed by measuring… 
2003
2003
This paper explores single-equation nonlinear error correction (NEC) models with linear and nonlinear cointegrated variables… 
Highly Cited
2001
Highly Cited
2001
1999
1999
Danish time series data on hotel nights exhibit a strong seasonal pattern, with peaks during the summer holiday season and slumps… 
Highly Cited
1998
Highly Cited
1998
This paper investigates the correlation between equipment investment and economic growth, and its compatibility with the Solow… 
Highly Cited
1996
Highly Cited
1996
This programming manual accompanies the PcGive Professional 9.0 software, an interactive modelling package for modelling… 
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…