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Econometric Programming Environments: GAUSS, Ox and S-PLUS

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Author Info
Cribari-Neto, Francisco
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File URL: http://qed.econ.queensu.ca:80/jae/1997-v12.1/
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Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 12 (1997)
Issue (Month): 1 (Jan.-Feb.)
Pages: 77-89
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Handle: RePEc:jae:japmet:v:12:y:1997:i:1:p:77-89

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  1. Urbain,Jean-Pierre & Laurent,Sébastien, 2004. "Bridging the Gap Between Ox and Gauss using OxGauss," Research Memoranda 007, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:
  2. 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. [Downloadable!]
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This page was last updated on 2009-12-17.

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