Econometric and Statistical Computing Using Ox |
| |
| Authors: | Francisco Cribari-Neto Spyros G. Zarkos |
| |
| Affiliation: | (1) Departamento de Estatística, CCEN, Universidade Federal de Pernambuco, Recife/PE, 50740–540, Brazil;(2) National Bank of Greece, 86 Eolou str., Athens, 102 32, Greece |
| |
| 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. |
| |
| Keywords: | C programming language graphics matrix programming language maximum likelihood estimation Monte Carlo simulation Ox |
| 本文献已被 SpringerLink 等数据库收录！ |
|
