Ox Professional 7.0 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.
There is a currently no hot fix for Ox.
The development kit is listed below under Ox packages.
The following packages are part of the standard release:
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 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.
Extreme value analysis.
Financial Numerical Recipes for Ox
G@RCH Console 6.x for Ox 6 for estimation and forecasting of univariate GARCH models and many of its extensions
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 for Ox 6 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 7.0 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 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.
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 Ox 6 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.
Parallel computation using Ox
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
Data related Ox code:
Some information for other editors than OxEdit:
Ox code by Yori Zwols:
The current release version is 7.00.
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:
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.
To update the enterprise version, both upgrades are required. Otherwise select the relevant upgrade.
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