COVID-19 forecasts

• Short-term COVID-19 forecasts (confirmed cases and deaths),
• England (confirmed cases), and
• Latin American countries (confirmed cases and deaths)

What was new

• Version 9.06 of OxMetrics and Ox are available. Ox Console can be downloaded here, OxMetrics is available from Timberlake Consultants.
  (10 October, 2022)

• COVID forecasting has been discontinued.
  (June, 2022)
• Modeling and forecasting the COVID-19 pandemic time-series data (with Jennie Castle and David Hendry) in Social Science Quarterly open access.
  (9 August, 2021)
• I'm presenting on Monday 28 June at the 41st International Symposium on Forecasting (Forecasting Principles from Experience with Forecasting Competitions). Jennie Castle on Tuesday (Forecasting Time Series using Trend Indicator Saturation). David Hendry gives a keynote on Wednesday, which will also discuss our COVID-19 forecasts.
  (25 June, 2021)
• Two more papers have just appeared:
  1. Selecting a model for forecasting (with Jennie Castle and David Hendry) in Econometrics open access.
  2. The value of robust statistical forecasts in the Covid-19 pandemic (with Jennie Castle and David Hendry) in National Institute Economic Review open access.
  
  (25 June, 2021)
• Submission deadline for the 24th Dynamic Econometrics Conference is 30 June.
  (9 June, 2021)
• Malick Fall started the awesome-ox repository.
  (9 June, 2021)
• Forecasting in the time of Coronavirus Nuffield College Magazine.
  (21 May, 2021)
• 
  

  Forecasting Principles from Experience with Forecasting Competitions (with Jennie Castle and David Hendry) cover article at Forecasting. open access (1 March, 2021)

• How England lost the battle: slideshows of forecasts, absolute errors, and actuals 2020-06-30 to 2021-01-02.
  (7 January, 2021)
• Forecasting the COVID-19 Pandemic, IAAE Invited Session: COVID-19 and its Economic Implications at the 2021 AEA/ASSA Annual Meeting. Session is at: 2021-01-05T20:45Z.
  (5 January, 2021)
• Even murky glasses are better than a blindfold. Our letter to the editor has been reprinted as letter of the year in the Financial Times.
  (30 December, 2020)
• Short-term COVID-19 forecasts (confirmed cases and deaths), England (confirmed cases), and Latin American countries (confirmed cases and deaths) are still regularly updated.
  (30 December, 2020)
• Forecasting cases and deaths of the COVID-19 pandemic in Latin America, presentation at Conference on Public Policy, Opinions, Behavior, and Health Outcomes during the COVID Pandemic (U of São Paulo, Vienna U of Economics and Business, Texas A&M)
  (11 November, 2020)
• Statistical short-term forecasting of the COVID-19 Pandemic (with Jennie Castle and David Hendry) is now published at the Journal of Clinical Immunology and Immunotherapy. open access
  (27 October, 2020)
• Forecasting of the coronavirus pandemic discussion panelist at the 40th International Symposium on Forecasting, Rio de Janeiro.
  (26 October, 2020)
• Short-term forecasting of the coronavirus pandemic (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting. open access
  (10 October, 2020)
• Modelling non-stationary 'Big Data' (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting.
  (8 October, 2020)
• Can we get accurate short-term forecasts of coronavirus cases and deaths? Appeared at Economics Observatory.
  (6 July, 2020)
• Added forecasts of cumulative confirmed cases for lower tier local authorities of England. The data is available from 2020-07-02 including all tests (pillar one and two).
  (3 July, 2020)
• Thursday 2 July we'll be in São Paolo for a webinar at the FGV EESP - São Paolo School of Economics. This starts at 16:00 UK time (UTC+01:00) and will be streamed here.
  (1 July, 2020)
• Why short-term forecasts can be better than models for predicting how pandemics evolve Just appeared at The Conversation.
  (30 June, 2020)
• Research presentation on short-term COVID-19 forecasting on 26 June at the Quarterly Forecasting Forum of the IIF UK Chapter.
  (25 June, 2020)
• Short-term COVID-19 forecasts are regularly updated.
  (25 June, 2020)
• We now have more than three months of regular short-term COVID-19 forecasts.
  (22 June, 2020)
• We now have more than two months of regular short-term COVID-19 forecasts.
  (21 May, 2020)
• See our blog entry at the International Institute of Forecasters.
  (30 Apr, 2020)
• Our short-term COVID-19 forecasting paper is now available as Nuffield Economics Discussion Paper 2020-W06.
  (27 Apr, 2020)
• A summary of our work on short-term COVID-19 forecasting appeared as a voxeu.
  (24 Apr, 2020)
• Lead letter to the editor in the Saturday Financial Times: Even murky glasses are better than a blindfold (paywall). Also see INET Oxford.
  (11 Apr, 2020)
• We are now publishing short-term COVID-19 forecasts for many countries. This will be updated regularly.
  (20 Mar, 2020)
• My 2009 work on flu trends is still of some relevance, see the references in Flu Forecasts. Although at the time some publications were not willing to publish work critical of Google, it turned out to be a prescient criticism of some modelling approaches. It also showed the value of more careful econometric modelling.
  (Mar, 2020)
• Version 9.30 of OxMetrics and Ox is available. Ox Console and OxMetrics updates can be downloaded, OxMetrics is available from Timberlake Consultants.
  There are several small bug fixes in Ox, as well as some minor stability enhancing changes in the macOS-specific code.
  (4 June, 2024)
• Improving models and forecasts after equilibrium-mean shifts (with Jennie Castle and David Hendry), now online at the International Journal of Forecasting.
  (19 Oct, 2023)
• Version 9.10 of OxMetrics and Ox are available. Ox Console can be downloaded here, OxMetrics is available from Timberlake Consultants.
  This version fixes a bug in Ox 9.06 that labelled an array supplied as argument as a constant. The dependency of the linux version on glibc has been pushed back, so version 9.1 can be installed on older linux; libomp is now included. A few keyboard shortcuts have been added to OxMetrics and OxEdit.
  (5 July, 2023)
• Version 9.06 of OxMetrics and Ox are available. Ox Console can be downloaded here, OxMetrics is available from Timberlake Consultants.
  (10 October, 2022)

• COVID forecasting has been discontinued.
  (June, 2022)
• Modeling and forecasting the COVID-19 pandemic time-series data (with Jennie Castle and David Hendry) in Social Science Quarterly open access.
  (9 August, 2021)

What's old

COVID-19 forecasts

• Short-term COVID-19 forecasts (confirmed cases and deaths),
• England (confirmed cases), and
• Latin American countries (confirmed cases and deaths)

• I'm presenting on Monday 28 June at the 41st International Symposium on Forecasting (Forecasting Principles from Experience with Forecasting Competitions). Jennie Castle on Tuesday (Forecasting Time Series using Trend Indicator Saturation). David Hendry gives a keynote on Wednesday, which will also discuss our COVID-19 forecasts.
  (25 June, 2021)
• Two more papers have just appeared:
  1. Selecting a model for forecasting (with Jennie Castle and David Hendry) in Econometrics open access.
  2. The value of robust statistical forecasts in the Covid-19 pandemic (with Jennie Castle and David Hendry) in National Institute Economic Review open access.
  
  (25 June, 2021)
• Submission deadline for the 24th Dynamic Econometrics Conference is 30 June.
  (9 June, 2021)
• Malick Fall started the awesome-ox repository.
  (9 June, 2021)
• Forecasting in the time of Coronavirus Nuffield College Magazine.
  (21 May, 2021)
• 
  

  Forecasting Principles from Experience with Forecasting Competitions (with Jennie Castle and David Hendry) cover article at Forecasting. open access (1 March, 2021)

• How England lost the battle: slideshows of forecasts, absolute errors, and actuals 2020-06-30 to 2021-01-02.
  (7 January, 2021)
• Forecasting the COVID-19 Pandemic, IAAE Invited Session: COVID-19 and its Economic Implications at the 2021 AEA/ASSA Annual Meeting. Session is at: 2021-01-05T20:45Z.
  (5 January, 2021)
• Even murky glasses are better than a blindfold. Our letter to the editor has been reprinted as letter of the year in the Financial Times.
  (30 December, 2020)
• Short-term COVID-19 forecasts (confirmed cases and deaths), England (confirmed cases), and Latin American countries (confirmed cases and deaths) are still regularly updated.
  (30 December, 2020)
• Forecasting cases and deaths of the COVID-19 pandemic in Latin America, presentation at Conference on Public Policy, Opinions, Behavior, and Health Outcomes during the COVID Pandemic (U of São Paulo, Vienna U of Economics and Business, Texas A&M)
  (11 November, 2020)
• Statistical short-term forecasting of the COVID-19 Pandemic (with Jennie Castle and David Hendry) is now published at the Journal of Clinical Immunology and Immunotherapy. open access
  (27 October, 2020)
• Forecasting of the coronavirus pandemic discussion panelist at the 40th International Symposium on Forecasting, Rio de Janeiro.
  (26 October, 2020)
• Short-term forecasting of the coronavirus pandemic (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting. open access
  (10 October, 2020)
• Modelling non-stationary 'Big Data' (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting.
  (8 October, 2020)
• Can we get accurate short-term forecasts of coronavirus cases and deaths? Appeared at Economics Observatory.
  (6 July, 2020)
• Added forecasts of cumulative confirmed cases for lower tier local authorities of England. The data is available from 2020-07-02 including all tests (pillar one and two).
  (3 July, 2020)
• Thursday 2 July we'll be in São Paolo for a webinar at the FGV EESP - São Paolo School of Economics. This starts at 16:00 UK time (UTC+01:00) and will be streamed here.
  (1 July, 2020)
• Why short-term forecasts can be better than models for predicting how pandemics evolve Just appeared at The Conversation.
  (30 June, 2020)
• Research presentation on short-term COVID-19 forecasting on 26 June at the Quarterly Forecasting Forum of the IIF UK Chapter.
  (25 June, 2020)
• Short-term COVID-19 forecasts are regularly updated.
  (25 June, 2020)
• We now have more than three months of regular short-term COVID-19 forecasts.
  (22 June, 2020)
• We now have more than two months of regular short-term COVID-19 forecasts.
  (21 May, 2020)
• See our blog entry at the International Institute of Forecasters.
  (30 Apr, 2020)
• Our short-term COVID-19 forecasting paper is now available as Nuffield Economics Discussion Paper 2020-W06.
  (27 Apr, 2020)
• A summary of our work on short-term COVID-19 forecasting appeared as a voxeu.
  (24 Apr, 2020)
• Lead letter to the editor in the Saturday Financial Times: Even murky glasses are better than a blindfold (paywall). Also see INET Oxford.
  (11 Apr, 2020)
• We are now publishing short-term COVID-19 forecasts for many countries. This will be updated regularly.
  (20 Mar, 2020)
• My 2009 work on flu trends is still of some relevance, see the references in Flu Forecasts. Although at the time some publications were not willing to publish work critical of Google, it turned out to be a prescient criticism of some modelling approaches. It also showed the value of more careful econometric modelling.
  (Mar, 2020)
• The OS X and Windows OxMetrics 8.1 Upgrade can be downloaded. These updates require a valid installation of OxMetrics 8.0x. The small number of changes are listed here: Ox, OxMetrics, PcGive.
  (Oct, 2019)

• Programme (pdf) for the 22th Dynamic Econometrics Conference (OxMetrics Users Conference).
  (6 Sept, 2019)

• Malick Fall and Prolept have released a first version of an Ox extension for Visual Studio Code, a popular and free editor for developers. Installation and instructions can be found here.
  (May, 2019)

• We have released the first version of XlModeler. This an Excel addin for financial and time-series econometrics. For more information go to xlmodeler.com.
  (March, 2019)

• Ox 8 Console is now available.
  (Dec, 2018)

• OxMetrics 7.21 upgrade can be downloaded for macOS.

  The upgrade for macOS fixes two problems specific to macOS High Sierra (10.13) and Mojave (10.14):

  1. cannot start modelling client (OxModel.app), OxPack.app or OxRun.app from inside OxMetrics;
  2. graphics fonts are wrong.
  Because OxMetrics 7 on macOS has a 32-bit user interface, Mojave is the final version on which it can run. The first time you run a 32-bit app, a warning pops up, which can be safely dismissed.

  OxMetrics 8 is 64-bit, so unaffected.
  (Sep 26, 2018)

• We are pleased to announce that OxMetrics 8 started shipping over the summer. This is an important update with a range of new features. Read what is new. Also see the 2018 newsletter.
  (Sep 3, 2018)

• The latest macOS update is causing some problems with OxMetrics 7. After installing High Sierra 10.13.5, you'll get a message when running OxMetrics:

  Just click on OK.

  Unfortunately, some internal macOS change also prevents starting OxModel/OxPack/OxRun from inside OxMetrics 7. The work around is simple (thanks to Mehmet Balcilar): you can use PcGive/G@RCH/STAMP in the model formulation dialog by starting Applications/OxMetrics7/bin/OxModel.app separately from Finder. Similarly for OxRun and OxPack, which can be found in the Applications/OxMetrics7/ox/bin folder.

  The changes in macOS impact 32-bit applications. OxMetrics 8 is 64-bit, so unaffected.
  (Jun 20, 2018)

• There is a very minor upgrade for OS X to fix the problem of running Ox programs with spaces in their path. This version is labelled 720a in the downloads, see Ox Console or OxMetrics update.
  (Jul 5, 2017)

• The OS X, Linux and Windows versions of Ox Console 7.2 can be downloaded.
  (Jul 5, 2017)

• The OS X and Windows OxMetrics 7.2 Update can be downloaded. These updates require a valid licence code and a valid installation of 7.x. The changes are listed here: Ox, OxMetrics, PcGive.
  (Jul 5, 2017)

• My first I(2) paper is published in Econometrics. Katarina Juselius and I are now finalizing the release version of CATS 3 for OxMetrics.
  (May 17, 2017)

• The next OxMetrics Users' Conference will be hosted by the ESSEC Business School in Paris on 11-12 September. The call for papers will appear soon.
  (Jan 16, 2017)

• The OS X, Linux and Windows versions of Ox Console 7.1 can be downloaded.
  (Jul 29, 2015)

• The OS X and Windows OxMetrics 7.1 Update can be downloaded. These updates require a valid licence code and a valid installation of 7.x. The changes are listed here: Ox, OxMetrics, PcGive.
  (Jul 23, 2015)

• (OS X only) We've had some reports of OxMetrics crashing at start-up after upgrading OS X to 10.10.4. In all cases sofar, this was resolved by re-installing OxMetrics.
  (Jul 07, 2015)

• The Empirical Model Discovery and Theory Evaluation web page has been updated with the Supplement, code and data.
  (Aug 13, 2014)

• Empirical Model Discovery and Theory Evaluation, the new book by David Hendry and Jurgen Doornik is available now.
  (Jul 22, 2014)

• When using OS X 10.9 (Mavericks), the model formulation dialog of PcGive/STAMP/G@RCH sometimes takes a long time to appear. We have now discovered that this is caused by a technology that is called App Nap. More information is here.
  (Jul 4, 2014)

• New version 0.86 of STR2 with small fix: numerical 2nd derivatives for standard errors was accidentally switched off.
  (Jun 18, 2014)

• Bernhard Brümmer and Jonathan Holtkamp have released SFAMB for Stochastic Frontier Analysis using ModelBase. 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.
  (May 23, 2014)

• Under certain circumstances OxEdit or OxMetrics can crash at start-up under OS X Mavericks 10.9. In our experience this has only happened when a system update led to an automatic reboot while OxEdit or OxMetrics was running.

  The first message may be (assuming user jurgen and program OxMetrics) `deleted stale lock .../Users/jurgen/.OxMetrics7_server-jurgen'. This happens when a previous session of OxMetrics did not terminate properly (force close for reboot, crash), and is nothing to worry about. The second message `Failed to open client' is serious: it means that a client-server connection could not be established.

  The following solved the problem:

  • in your home folder, delete any .OxMetrics7_server* files (these will be hidden, but you can use "ls -l -a" in a terminal window to see them). This file should not be present unless OxMetrics 7 is running.
  Now start OxMetrics.

  Removing the preferences was not necessary. OxMetrics preferences can be removed as follows: In the Finder menu, use Go/Go to folder, and enter ~/Library (to see this hidden folder), then go to the Preferences sub folder, and delete

  • OxMetrics7_OxMetrics Preferences
  • com.oxmetrics.OxMetrics.plist
  
  (Mar 14, 2014; updated Apr 30)

• We noted problems with OxEdit and OxMetrics using recent linux distributions. One problem (causing a segmentation fault in longjmp_chk upon opening the program), had to do with incompatibility between versions of libpng (a system using libpng16 would lead to the crash). There was also some problem with libc version incompatibility.

  A new version of Ox Console for linux is nor available to download. Please contact Timberlake to obtain access to an updated version of Ox Professional or OxMetrics.
  (Mar 14, 2014)

• Excel2Ox is a new package that provides dynamic link libraries (xll) that allow Ox code to be called from a cell in an Excel work sheet. This package is for Ox 7 and Windows only. You can browse the documentation here. Excel2Ox can be found on the download page .
  (Jan 3, 2014)

• The linux version of Ox 7.00 Console had a problem. This has been solved, and it can be downloaded again. Although the other versions are unaffected, I have increased all to 7.01, to have the same version on each platform.
  (Aug 14, 2013)

• The Linux, OS X and Windows versions of Ox 7 Console are now available to download.

  Note that oxo files and dynamic link libraries must be recompiled for Ox 7, because of several internal changes. Most, but not all, Ox packages have been updated for Ox 7.
  (Aug 12, 2013)

• It is a pleasure to announce that Professor Russell Davidson, McGill University, will be the invited speaker for the Ana Timberlake Memorial Lecture at the 13th OxMetrics conference.
  Further invited speakers are: Asger Lunde, Gunnar Bårdsen, Katarina Juselius, and Morten Nielsen.
  (Jun 20, 2013)

• OxMetrics 7 started shipping in May. This is a substantial update, see, e.g. Ox, OxMetrics, PcGive. A new version of Ox Console will follow this summer.
  (May, 2013)

• The programme for the 12th OxMetrics conference, 3 and 4 September in London, is available. It is a pleasure to welcome Timo Teräsvirta as the invited speaker for the Ana Timberlake Memorial Lecture.
  (Jul 17, 2012)

• The Windows OxMetrics 6.3 Update can be downloaded. These updates require a valid licence code and a valid installation of 6.x. This solves two of the problems introduced with the 6.2 upgrade (logit error when printing results; inability to run the Ox batch code.
  (Mar 9, 2012)

• The Windows OxMetrics 6.2 Update can be downloaded. These updates require a valid licence code and a valid installation of 6.0 or 6.1 (or 6.2).
  (Jul 7, 2011)

• Ox Console 6.21 is a minor upgrade from version 6.20 that fixes three bugs.
  (Jul 7, 2011)

• Ox Console 6.2 is now available. This link can also be used if you are looking for old Ox versions.
  (Apr 1, 2011)

• Jouchi Nakajima has created a new Ox package for Time-varying parameter vector autoregressive (TVP-VAR) models.
  (Mar 30, 2011)

• The downloadable upgrade to OxMetrics 6.2, as well as Ox Console 6.2 have been delayed somewhat owing to the complexity of implementing the hypergeometric function ₂F₁.
  (Nov 2, 2010)

• The next OxMetrics user conference will be at the University of Maastricht on Thursday/Friday 1-2 September 2011.
  Maastricht is a very nice city in the south of the Netherlands, close to Belgium and Germany.
  (Oct 8, 2010)

• All OxMetrics maintenance subscribers will have received OxMetrics 6.1 by now.
  Also see the March 2010 newsletter.
  (Jul 5, 2010)

• The program of the 8th OxMetrics User Conference in Washington DC is still online.
  (Jul 5, 2010)

• The Flu Forecasts for the U.S. have been extended with regional nowcasts.
  (Sep 10, 2009)

• I have created a web page with Flu Forecasts for the U.S., based on recent research. The papers can be found here.
  (Sep 8, 2009)

• OxMetrics 6 is now shipping.
  Read about the major new features in PcGive, G@RCH and the OxMetrics front-end in the latest OxMetrics Newsletter (PDF, 4Mb). (The changes in STAMP and Ox are minimal.)
  Contact Timberlake Consultants for further information.
  (Aug 19, 2009)

• EmmPack 1.08 for Ox 5 and 6 is available for downloading.
  (Jun 4, 2009)

• The The Methodology and Practice of Econometrics, edited by Jennifer Castle and Neil Shephard, has been published by OUP. This festschrift in honour of David F. Hendry contains my Autometrics paper.
  (Jun 3, 2009)

• The next OxMetrics user conference will be 14-15 September 2009.
  (Jan 8, 2009)

• The AEA in San Francisco gave the opportunity to finalize the interaction between TSP 5 and OxMetrics 5. Therefore, TSP/OxMetrics will become available soon as a replacement for TSP/GiveWin.
  (Jan 8, 2009)

• Multimodality in the GARCH Regression Model (with Marius Ooms) is published in the International Journal of Forecasting.
  (Aug 27, 2008)

• Ox Console 5.1 available for download.
  (Jul 31, 2008)

• Timberlake Consultants is now shipping OxMetrics 5.1.
  Read about OxMetrics 5.1 in the latest OxMetrics Newsletter (PDF, 5Mb).
  (Jul 30, 2008)

• Program for the 6th OxMetrics Users' Conference now online.
  (Jul 23, 2008)

• Jouchi Nakajima web page has moved (Japanese Ox documentation; survival/extreme value analysis).
  (May 12, 2008)

• Dates for the 6th OxMetrics Users' Conference: 17 - 18 September 2008. Call for papers.
  (Feb 1, 2008)

• A new version of OxMPI is available for downloading. This has been tested using MPICH2, DeinoMPI and OpenMPI under Windows XP (32 and 64 bit), Windows Vista (32 bit) and Linux (64 bit). Details are in the included documentation.
  (Nov 14, 2007)

• OxMetrics 5 is available from Timberlake Consultants.
  Read about the new features in the latest OxMetrics Newsletter (PDF, 1.7Mb).
  (Oct, 2007)

• Peter Reinhard Hansen and Asger Lunde announce MULCOM.
  MULCOM is a package for Ox that allows the user to test for Superior Predictive Ability (SPA) and to estimate a Model Confidence Set (MCS). The package works both with OxEdit and OxPack.
  (Sep 17, 2007)

• Econometric Modeling: A Likelihood Approach, the new econometric textbook by David Hendry and Bent Nielsen has now been published by Princeton University Press. The data sets that are used in this book have been included in the new demo version of OxMetrics 4. Therefore most computations in the book can be done using this free demo version.
  The OxMetrics 4 Demo version can be downloaded here.
  (May 11, 2007)

• The OxMetrics 4.1 Update can be downloaded.
  (Mar 9, 2007)

• Linux only hotfix for Ox 4.1, see here.
  (Mar 6, 2007)

• Ox Console 4.10, a minor update, is available. The changes are listed here. The OSX files now include Ox Console for Mac/Intel.
  (Feb 23, 2007)

• OxEdit 4.04, a minor update, is available. The information pages will be updated later today. The changes are listed here.
  (Jul 27, 2006)

• Added links on the download page to Ox code provided by Håvard Hungnes (GRaM), Tamer Kulaksizoglu (TDSM), Jouchi Nakajima (extreme value and survival analysis; Japanese translations), John Zedlewski (OxFFI and Emacs mode), Yori Zwols (OxDoc, OxLatex, OxProfiler).
  (Jul 25, 2006)

• New Japanese PcGive book

  by David F. Hendry, Jurgen A. Doornik and Ichikawa Hiroya. It includes a CD with the GiveWin 2/PcGive 10 demo. Available here, here and elsewhere. (Jun 8, 2006)

• Linux (AMD or Intel, 32 and 64-bit), OS-X (Mac/PowerPC) and Solaris (Sun/SPARC) versions are now also available in version 4.02.
  Note that there is currently no OS-X version for Mac/Intel.
  (May 8, 2006; updated May 11)

• A minor problem in the SsfPack 2.2 DLL prevents it from running under Ox 4. SsfPack Version 2.2a for Windows is compatible with Ox 3 and 4, and is available at ssfpack.com. Up-to-date versions for Linux (32 and 64-bit) can be downloaded. (Note that SsfPack data files that are matrix files but have the .dat extension must be renamed to .mat.)
  (Apr 5, 2006; updated Apr 20)

• The Mac OSX version is now available for downloading. Note that this is the PowerPC version, not the Intel version.
  Under linux, oxl -i was not working because src/maximize.ox was missing. The current RPMs as well as oxbas402.zip contain this file. Otherwise oxl runs fine, and there is no need to download again.
  (Apr 6, 2006)

• Ox Console 4 is available for download. At this stage the available platforms are Linux (32 and 64 bit) and Windows. The Mac version for powerpc will follow next week.
  (Mar 31, 2006)

• Timberlake Consultants. started shipping OxMetrics 4. Available are Ox Professional 4 for Windows and PcGive Professional 11.
  (Mar 20, 2006)

• The working paper `Outlier Detection in GARCH Models' by Marius Ooms and me is now available.

• Matias Eklöf and Melvyn Weeks announce version 1.1 of DCM for estimating discrete choice models. There is a related course on discrete choice models in Lisbon at the end of September, see the DCM course page.
  (Sep 5, 2005)

• False detection of trojan virus in OxMetrics installer programs.
  Certain versions of the McAfee antivirus software wrongly detect the presence of Generic BackDoor.dr in the OxMetrics installation programs (which are based on Inno Setup). It seems that this started with the 10 June DAT file (4511), and should disappear again with the subsequent version.
  This wrong detection may mean that McAfee corrupts or removes the OxMetrics installer files (which are perfectly fine).
  More information:
  • McAfee
  • Inno Setup discussion list
  • Thomas Warfield's blog
  (Jun 15, 2005)

• Something I had not yet put on my web pages: Ox code by Matias Eklöf. Including: Utilities for LaTeX tables; solving ordinary differential equations; BHHH maximizer using MaxBFGS syntax.
  (Jun 8, 2005)

• Two new software reviews in the Journal of Applied Econometrics:
  • Structural time series modelling with STAMP 6.02, by Gilles Teyssière. Journal of Applied Econometrics, 20, 2005, pp. 571-577.
  • Review of PcGive 10.0, by Bernd Hayo. Journal of Applied Econometrics, 19, 2004, pp. 525-531.
  (Jun 3, 2005)

• I've just completed three papers on random number generation. One is a chapter for the Palgrave Handbooks of Econometrics; the other two can be found under research.
  (Apr 14, 2005)

• `Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview' has now appeared in Statistic Neerlandica, see under research.
  (Dec 1, 2004)

• The jdmath.h header file in the development kit is using BOOL instead of bool for boolean arguments. This is relevant if you make calls to the underlying Ox mathematics library when making extension dynamic link libraries for Ox. For the correct version, see under download.
  (Dec 1, 2004)

• MSVARlib is a new OxGauss compliant library to estimate Multivariate Hidden Markov Models (HMM) in their simpler specification.
  (Nov 23, 2004)

• Hans-Martin Krolzig's MSVAR pages have moved to the University of Kent.
  (Oct 22, 2004)

• Max Bruche announces OxDBI, a database independent abstraction layer for Ox.
  (Oct 21, 2004)

• Several items to announce:
  • As you can see, I've moved my web page to www.doornik.com - much easier to remember.
  • Ox 3.4 (Windows, Linux, OS X, Sun) is available for downloading. See what's new in Ox 3.4.
  • GiveWin 2.3 Upgrade and PcGive 10.4 Upgrade is available for downloading. See what's new in GiveWin 2.3 and PcGive 10.3.
  • STR2 for smooth transition regression modelling is available again.
  • EMMPack for EMM estimation of stochastic volatility models is available again.
  • Two papers with Peter Boswijk are forthcoming: `Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview' in Statistic Neerlandica, and `Distribution approximations for cointegration tests with stationary exogenous regressors' in the Journal of Applied Econometrics.
  (Oct 20, 2004)

• The second OxMetrics conference at the Cass Business School was very successful again. We are currently planning the third conference, and hope to see you there. The 2004 conference program is still available.
  (Sept 1, 2004)

• Paper with Marius Ooms, `Inference and forecasting for ARFIMA models with an application to US and UK inflation', published published by Studies in Nonlinear Dynamics and Econometrics.
  (May, 2004)

• Available for download: Ox for Linux-Sparc and for AIX.
  (Apr 27, 2004)

• S. Laurent and J.P. Urbain announce M@ximize 1.0. M@ximize is a package for OxGauss, and is designed to bridge the gap between cml, maxlik, optmum and Ox. The web site for M@ximize also provides an overview of OxGauss, and an extensive test of its abilities.
  (Oct 15, 2003)