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.
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Cribari-Neto, F., Zarkos, S.G. Econometric and Statistical Computing Using Ox. Computational Economics 21, 277–295 (2003). https://doi.org/10.1023/A:1023902027800
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DOI: https://doi.org/10.1023/A:1023902027800