Ox Professional 6.2 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.
Packages that have been compiled (i.e. .oxo files) for Ox 3 need recompilation for newer versions of Ox. See under old downloads for packages that are still available for Ox 3.
The following packages are part of the standard release:
Here are some additional Ox packages that are made available by others:
ARMS (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 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 (zipped, 485KB) for estimation of univariate stochastic volatility models with the efficient method of moments by Pieter Jelle van der Sluis (includes dynamic-link libraries for Windows OS X and Linux).
Extreme value analysis.
Financial Numerical Recipes for Ox
G@RCH 4.x 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: An Ox program for estimating growth rates and cointegrating mean levels in cointegrated vector-autoregressive models.
LAPACK for Ox
LOESS for Ox
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 6.2 Development kit (zipped, 378KB)
Required to create dynamic link libraries for Ox (for instructions and examples consult the Appendix 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.
OxFFI makes it easy for Ox code to call functions written in C, without the need to write and compile wrapper code.
OxJapi simple Java-based cross-platform GUI extensions for Ox.
OxMPI (zipped, 400KB)
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.
OxPack gives a user-friendly interface (similar to PcGive) to some Ox Packages in conjunction with Ox Professional.
For examples see the Arfima, DPD and OxPack and Modelbase documentation.
OxPack is part of Ox Professional.
SSFPack 2.2 (and 3.0 beta) 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 Ox software for volatility models
TDSM Time Series Data Management (TSDM) Class, a simple but useful class for time series data management.
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.
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 Tamer Kulaksizoglu. Including: least absolute deviations, logistic smooth transition regression, deterministic linear difference equations, threshold regression.
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 SSFPack 2.2 dynamic link libraries are available for all platforms, Arfima and QuadPack for most platforms. Note that the adopted convention is that package file and folder names are in lower case. This requires adapting the extern statements in ssfpack.h from SsfPack to ssfpack.
The following Unix DLLs are currently available for Ox (these file only contain the DLLs, refer to the original packages for the remainder). To install, put in the ox folder and unzip. The paths used are:
Consult readunix.txt for Unix specific installation notes.
OxMetrics 6.3 Upgrade can be used to upgrade:
|OxMetrics Enterprise 6.x||OxMetrics Enterprise 6.3 (excluding Ox)|
|OxMetrics 6.x (front-end)||OxMetrics 6.3 (front-end)|
|PcGive 13.x||PcGive 13.3|
|STAMP 8.x||STAMP 8.3|
|G@RCH 6.x||G@RCH 6.1|
Ox Professional 6.3 Upgrade can be used to upgrade:
|OxMetrics Enterprise 6.x||OxMetrics Enterprise 6.3 (Ox only)|
|Ox Professional 6.x||Ox Professional 6.3|
The upgrade installers:
|OxMetrics Enterprise 5.0||OxMetrics Enterprise 5.1|
|PcGive 12.0||PcGive 12.1|
|STAMP 8.0||STAMP 8.1|
|G@RCH 5.0||G@RCH 5.1|
|OxMetrics Enterprise 5.0||OxMetrics Enterprise 5.1|
|Ox Professional 5.0||Ox Professional 5.1|
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 is also included in the Ox Console and Ox Professional installations.
OxEdit 4 and 5 are not supported under Windows 95/98/ME/NT
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.
Downloads: old versions
To update the enterprise version, both upgrades are required. Otherwise select the relevant upgrade.
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