Ox

MaRDI QIDQ21482swMATHFDO

Official website https://www.doornik.com/doc/ox/

Cited in

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• On the unification of long-term survival models
• Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions
• Improved point and interval estimation for a beta regression model
• A Monte Carlo approach for the American put under stochastic interest rates
• Hypothesis testing in the unrestricted and restricted parametric spaces of structural models
• Estimation of fractional integration in the presence of data noise
• Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
• Solving finite mixture models: Efficient computation in economics under serial and parallel execution
• User-friendly parallel computations with econometric examples
• Cobra: a package for co-breaking analysis
• Local influence assessment in heteroscedastic measurement error models
• Global loss diversification in the insurance sector
• Block sampler and posterior mode estimation for asymmetric stochastic volatility models
• Log-Burr XII regression models with censored data
• Log-modified Weibull regression models with censored data: sensitivity and residual analysis
• On Birnbaum-Saunders inference
• One-sample location tests for multilevel data
• A generalization of the exponential-Poisson distribution
• EViews
• GAUSS
• gretl
• OxMetrics
• covid19br
• Tests of stationarity against a change in persistence
• Econometric and statistical computing using Ox
• QUADPACK
• Estimation of Lorenz curves: A Bayesian nonparametric approach.
• Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
• Modeling consideration sets and brand choice using artificial neural networks.
• On Pearson's residuals in generalized linear models.
• PcGets
• ANOCOVA models with measurement errors
• AS 122
• Corrected modified profile likelihood heteroskedasticity tests
• AS 99
• Ordered logit analysis for selectively sampled data
• Alternatives to the usual likelihood ratio test in mixed linear models
• Small-sample one-sided testing in extreme value regression models
• Improved likelihood inference in generalized linear models
• Maximum likelihood estimates for positive valued dynamic score models; the DySco package
• Long memory with stochastic variance model: a recursive analysis for US inflation
• Realized stochastic volatility with leverage and long memory
• A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
• CATS
• A modified signed likelihood ratio test in elliptical structural models
• Multidimensional and longitudinal item response models for non-ignorable data
• Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach
• CAViaR
• A least squares approach to latent variables extraction in formative-reflective models
• PCA-based estimation for functional linear regression with functional responses
• The odd log-logistic Student t distribution: theory and applications
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
• Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox
• LIMDEP
• PcGive
• LAM-MPI
• BIOGEME
• Approximate Bayesian computation for Lorenz curves from grouped data
• Asymptotics of Cholesky GARCH models and time-varying conditional betas
• Bayesian emulation for multi-step optimization in decision problems
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
• A new extended Birnbaum-Saunders regression model for lifetime modeling
• Linear regression models with slash-elliptical errors
• Achievements and challenges in econometric methodology
• Improved estimation of clutter properties in speckled imagery.
• A model of fractional cointegration, and tests for cointegration using the bootstrap.
• Numerically stable cointegration analysis
• Instrumental variable estimation of heteroskedasticity adaptive error component models
• Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
• Detection of structural breaks in linear dynamic panel data models
• Modeling dynamic effects of promotion on interpurchase times
• Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
• Long memory and nonlinearities in realized volatility: a Markov switching approach
• Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
• A ``maximum-eigenvalue test for the cointegration ranks in \(I(2)\) vector autoregressions
• Implementing the wild bootstrap using a two-point distribution
• LS-SVMlab
• On the Marshall-Olkin extended Weibull distribution
• S+FinMetrics
• LMOMENTS
• Improved estimation in a general multivariate elliptical model
• Improved inference for the generalized Pareto distribution
• Inference in a bimodal Birnbaum-Saunders model
• On the degrees of freedom in MCMC-based Wishart models for time series data
• depmix
• General unbiased estimating equations for variance components in linear mixed models
• Bivariate elliptical regression for modeling interval-valued data
• A broad class of multivariate distributions for rates and proportions
• Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
• Sequential modeling, monitoring, and forecasting of streaming web traffic data
• SsfPack
• ARFIMA
• TSM
• STAMP
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Bayesian factor models for probabilistic cause of death assessment with verbal autopsies
• Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data
• On a heavy-tailed parametric quantile regression model for limited range response variables
• Improved estimation for a new class of parametric link functions in binary regression
• On the discrete quasi xgamma distribution

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