Econometric Programming Environments: GAUSS, Ox and S-PLUS
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Cited by:
- Kulaksizoglu, Tamer, 2012. "Numerical accuracy of Ox 6.2," MPRA Paper 38219, University Library of Munich, Germany.
- Sébastien Laurent & Jean‐Pierre Urbain, 2005.
"Bridging the gap between Ox and Gauss using OxGauss,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 131-139, January.
- Jean-Pierre Urbain & Sébastien Laurent, 2005. "Bridging the gap between Ox and Gauss using OxGauss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 131-139.
- Laurent, S. & Urbain, J.R.Y.J., 2004. "Bridging the gap between Ox and Gauss using OxGauss," Research Memorandum 005, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- LAURENT, Sébastien & URBAIN, Jean-Pierre, 2004. "Bridging the gap between Ox and Gauss using OxGauss," LIDAM Discussion Papers CORE 2004012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Maus, S. & Peters, H.J.M. & Storcken, A.J.A., 2004. "Minimal manipulability: anonymity and surjectivity," Research Memorandum 007, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Dirk Eddelbuettel, 2000. "Econometrics with Octave," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 531-542.
- van der Sluis Pieter J., 1997.
"EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(3), pages 1-20, October.
- Pieter J. van der Sluis, 1998. "EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments," Tinbergen Institute Discussion Papers 98-021/4, Tinbergen Institute.
- Francisco Cribari-Neto & Spyros Zarkos, 2003. "Econometric and Statistical Computing Using Ox," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 277-295, June.
- Kulaksizoglu, Tamer, 2015. "Object-Oriented Econometrics with Ox," MPRA Paper 62545, University Library of Munich, Germany.
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