Bridging the gap between Ox and Gauss using OxGauss
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- 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.
- Urbain Jean-Pierre & Laurent SÃ©bastien, 2004. "Bridging the Gap Between Ox and Gauss using OxGauss," Research Memorandum 007, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
References listed on IDEAS
- Franses,Philip Hans & Dijk,Dick van, 2000.
"Non-Linear Time Series Models in Empirical Finance,"
Cambridge University Press, number 9780521779654, March.
- Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, May.
- 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.
- Laurent, Sebastien & Peters, Jean-Philippe, 2002. " G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 447-485, July.
- Cribari-Neto, Francisco, 1997. "Econometric Programming Environments: GAUSS, Ox and S-PLUS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 77-89, Jan.-Feb..
- Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, EconWPA.
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