Econometric and statistical computing using Ox

DOI10.1023/A:1023902027800MaRDI QIDQ1397413zbMATH OpenOpenAlexFDO

Authors Spyros G. Zarkos, Francisco Cribari-Neto

Publication date 6 August 2003

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1023902027800

zbMATH Keywords

\(C\) programming languagegraphicsmatrix programming languagemaximum likelihood estimationMonte Carlo simulationOx

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20) Theory of programming languages (68N15)

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Cited in

(12)

• Improved point and interval estimation for a beta regression model
• Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
• A generalization of the exponential-Poisson distribution
• A comparison of programming languages in macroeconomics
• C for econometricians
• Computational economics and statistics at the Certosa
• Computationally intensive econometrics using a distributed matrix-programming language
• Python for unified research in econometrics and statistics
• Approximate inference in heteroskedastic regressions: a numerical evaluation
• Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
• Improved testing inference in mixed linear models
• Improved likelihood inference in Birnbaum-Saunders regressions

Describes a project that uses

Uses Software

• Ox

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