Modelbase derived packages that have been compiled (.oxo files and dynamic link libraries) for Ox 7 need recompilation for Ox 8. The first reason is that functionality has been added. The second is that Y_VAR style constants have been moved into the class, so now use obj.Select("Y" or obj.Select(classname::Y_VAR. The advantage is that these constants now cannot clash anymore.
Upgrades for OxMetrics 7 are still available.
The following are part of the standard release:
See under old downloads for packages that are specific to Ox 7 and before.
Here are some additional Ox packages that I maintain or host:
Excel2Ox package providing xll's to call Ox from Excel (Windows only)
Financial Numerical Recipes for Ox
Model Discovery Code for the Empirical Model Discovery and Theory Evaluation book by David F. Hendry and Jurgen A. Doornik.
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
STR2 for estimation and testing of smooth-transition autoregressive models
Here are some additional Ox packages (these are not maintained by me):
Bootstrap and Simulation Classes for computing and simulating parametric bootstrap tests. The double and fast double bootstraps are implemented.
Cofrac: estimating co-fractional systems.
Extreme value analysis.
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.
MaxSA for maximization using simulated annealing.
MC2Pack for using MCMC sampling methods to construct a sample from a posterior density.
OxDBI: a database independent abstraction layer for Ox.
OxJapi 2 simple Java-based cross-platform GUI extensions for Ox 7.
OxJapi simple Java-based cross-platform GUI extensions for Ox.
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.
Stochastic volatility by Jouchi Nakajima.
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.
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 Jouchi Nakajima. Ox code for survival analysis and extreme value analysis. Japanese function and graphics reference for Ox.
Ox code for
Some information for other editors than OxEdit:
Ox code by Yori Zwols:
OxEdit (Windows/Linux/OS X) is not available as a seperate download, but 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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