Econometric and Statistical Computing Using Ox

  • Authors:
  • Francisco Cribari-Neto;Spyros G. Zarkos

  • Affiliations:
  • Departamento de Estatí/stica, CCEN, Universidade Federal de Pernambuco, Recife/PE, 50740–/540, Brazil/ E-mail: cribari@npd.ufpe.br;National Bank of Greece, 86 Eolou str., Athens 102 32, Greece/ E-mail: s.zarkos@primeminister.gr

  • Venue:
  • Computational Economics
  • Year:
  • 2003

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Abstract

This paper reviews the matrix programminglanguage Ox from the viewpoint of an econometrician/statistician.We focus on scientific programming using Ox and discussexamples of possible interest to econometricians and statisticians, such as random number generation, maximum likelihood estimation, andMonte Carlo simulation. Ox is a remarkable matrix programming language which is well suited to research and teaching in econometrics and statistics.