OxMetrics, PcGive, Stamp, and G@RCH
OxMetrics provides an integrated interface for a set of packages for
econometric modelling and time series analysis. OxMetrics originated
with the work of Jurgen A. Doornik of Oxford University and is now
developed by his firm. The main modules are
Ox, a matrix language with a
powerful statistical processing library and PcGive, a complete
econometrics package with a host of procedures. Stamp models and
forecasts structural time series models while G@RCH does the same for
univariate ARCH models. This software is distributed by
Timberlake Consultants. Marius Ooms kindly provided this description.
http://www.oxmetrics.net
