Software downloads

Ox Console

The latest console version of Ox is available for downloading. The following platforms have the most recent version 7: Older versions of Ox Console are still available (but not recommended). Other Unix platforms are now obsolete.

Click here to download Ox Console (all platforms)

Ox Professional

Ox Professional 7.1 is available from from Timberlake Consultants.

If you have purchased Ox Professional 6, and have a valid licence code, then you can download the upgrade to version 6.3 here (Windows only).

If you do not have a valid licence code, then you can purchase Ox Professional from Timberlake Consultants.

Ox Hot Fixes and Additions

There is a currently no hot fix for Ox.

The development kit is listed below under Ox packages.

Ox packages and code

The following packages are part of the standard release:
  • Arma package: functions which are useful in ARMA models
  • Maximization package: numerical optimization and differentiation.
  • Probability package: density, quantile, cumulative density and random number generation of various probability functions.
  • PcFiml class: Econometric modelling (VARs, cointegration, simultaneous equations estimation, diagnostic tests).
  • Simulation class: Monte Carlo experiments.
  • QuadPack: numerical integration.

Packages that have been compiled (.oxo files and dynamic link libraries) for Ox 6 need recompilation for Ox 7. See under old downloads for packages that are specific for Ox 6 and older.

Packages listed here are for Ox 7, unless explicitly stated otherwise.

Here are some additional Ox packages that are made available by others (but some are maintained by me):
ARMS for Ox 6 (part of SVPack 2.0)
Arfima package, for estimating and forecasting fractionally integrated models
Bootstrap and Simulation Classes for computing and simulating parametric bootstrap tests. The double and fast double bootstraps are implemented.
DCM [broken link] for estimating discrete choice models, including conditional mixed logit, multinomial probit, and random coefficient ordered choice models.
DDMSVAR for Ox 6 for time series modeling with duration-dependent Markov-Switching Models.
DPD package, for static and dynamic panel data analysis
Dynamic generalized linear models
EmmPack 1.08 for Ox 6 (zipped) for estimation of univariate stochastic volatility models with the efficient method of moments by Pieter Jelle van der Sluis.
Excel2Ox package providing xll's to call Ox from Excel (Windows only)
Extreme value analysis.
Financial Numerical Recipes for Ox
GnuDraw implements the Ox drawing routines following the original syntax, but with output in GnuPlot. Included are possibilities to create bivariate graphs, and also to plot irregularly spaced time series data.
GRaM for Ox 6: An Ox program for estimating growth rates and cointegrating mean levels in cointegrated vector-autoregressive models.
LAPACK for Ox 6
LOESS for Ox 6
M@ximize providing a bridge to cml, maxlik, and optmum for OxGauss.
MaxSA for maximization using simulated annealing.
MC2Pack for using MCMC sampling methods to construct a sample from a posterior density.
MSVARlib software for Markov-switching vector autoregressions that is compatible with OxGauss.
MULCOM package to test for Superior Predictive Ability (SPA) and to estimate a Model Confidence Set (MCS). The package works both with OxEdit and OxPack.
MultiGARCH for the estimation of Dynamic Conditional Correlation GARCH models with elliptical conditional distributions.
Ox 7.1 Development kit (zipped)
Required to create dynamic link libraries for Ox (for instructions and examples consult the Developer's manual in the Ox online help).
Installation: save to your Ox folder, and unzip (using folder names).
NB: these file are automatically installed with Ox Professional in the ox/dev folder.
OxDBI: a database independent abstraction layer for Ox.
OxJapi 2 simple Java-based cross-platform GUI extensions for Ox 7.
OxJapi for Ox 6 simple Java-based cross-platform GUI extensions for Ox.
OxMPI 3.00 (zipped)
Ox wrapper using MPI for distributed processing, see the included documentation. The included Ox code facilitates running Ox programs on multiple processors (or cores) using OxMPI.
Quantile regression
SFAMB is a tool for stochastic frontier (SF) estimation techniques including the basic estimator (with extensions) as well as panel fixed effects SF estimators. The zip-file includes an user manual.
SSFPack 3.0. SSFPack routines for the statistical analysis of univariate and multivariate models in state space form
Stochastic volatility by Jouchi Nakajima.
STR2 for estimation and testing of smooth-transition autoregressive models
SVPack 2.1 for Ox 6 Ox software for volatility models
Time Series Modelling for time series models incorporating long memory, GARCH, regime-switching, and other forms of nonlinearity.
TVP-VAR: Time-varying parameter vector autoregressive models.
Please send an email if you wish your package to be added here.


Other material:

Parallel computation using Ox
  • Code accompanying Computationally-intensive econometrics using a distributed matrix-programming language by Jurgen A Doornik, David F. Hendry and Neil Shephard, 2002 (Philosophical Transactions of the Royal Society of London, Series A, 360, 1245-1266).
    This uses the Message Passing Interface (MPI) to run simulations on multiple processors.
  • ParaDiOx (Parallel Distributed Ox). By using the Message Passing Interface (MPI) to communicate, ParaDiOx becomes a very stable and dynamic tool for parallel computing.

Ox code by Charles Bos. Including: checking the remaining time of a program, profiling a program, setting a random seed.
Ox code by Max Bruche. Including: A note on openMosix and Ox, a C++ wrapper for Ox, parameter variance for constrained MLE, OxDBI: a database independent abstraction layer, and a class for irregularly spaced time-series data.
Ox code by Matias Eklöf [broken link]. Including: Utilities for LaTeX tables; solving ordinary differential equations; BHHH maximizer using MaxBFGS syntax.
Ox code by Andrea Monticini. Including: robust standard errors, ADF-GLS unit-root test.
Ox code by Jouchi Nakajima. Ox code for survival analysis and extreme value analysis. Japanese function and graphics reference for Ox.
Ox code for
  1. solving nonlinear simultaneous equations,
  2. solving a single nonlinear equation,
  3. integrating a system of ordinary differential equations,
is made available by N. Shamsundar. A copy of the code is here. The documentation is in the source code. Example programs are supplied.
Data related Ox code:
  1. DB1 class: a database to store all Ox data types,
  2. CellTable class: a way to import, modify and export tabular data,
is made available by Cambridge Econometrics. Follow the link for more information. Example programs are supplied.
Some information for other editors than OxEdit:
  1. vim: see posting on ox-users archive entitled ox-mode for vim, posted December 2001.
  2. Emacs and JED

Ox code by Yori Zwols:
  • OxDoc is a javadoc-like tool to generate documentation from Ox sourcecode. OxDoc supports LaTeX expressions.
  • OxLatex provides an easy way to generate LaTeX output from any Ox program.

OxMetrics upgrades

OxMetrics 7 upgrades

The upgrades contain only the required files, rather than the entire package, and need an existing installation of OxMetrics 7.0.

OxMetrics 7.1 Upgrade can be used to upgrade:

From To
OxMetrics Enterprise 7.0x OxMetrics Enterprise 7.1
OxMetrics 7.0x (front-end) OxMetrics 7.1 (front-end)
PcGive 14.0x PcGive 14.1
Ox Professional 7.0x Ox Professional 7.1

The upgrade installers:

OxMetrics 4 (PcGive/STAMP) demo version

A demo version of OxMetrics 4 is available for downloading. This includes the OxMetrics front-end, PcGive and STAMP. This is a restricted version, which can only load the included data files, and data files cannot be saved to disk. The included data files are the ones that are part of PcGive and STAMP, as well as those belonging to the books Econometric Modeling: A Likelihood Approach by David F Hendry and Bent Nielsen (Princeton University Press) and Market Models: A Guide to Financial Data Analysis by Carol Alexander (Wiley).

Installation of the demo version is entirely independent of the full versions of OxMetrics 4, and they can be installed side-by-side.

To install the demo, when running Windows XP/2000:

Download OxEdit

Note that OxEdit (Windows/Linux/OS X) is also included in the Ox Console and Ox Professional installations.

OxEdit facilitates the use of modules from the editor, by providing a menu option to add predefined modules. None of these modules are provided with OxEdit.

Other downloads

Downloads: old versions


Design and content ©Jurgen A Doornik. This file last changed .