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OxMetrics is a family of software packages providing an integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling and statistical analysis of cross-section and panel data.
Agreement start: 1 February 2021
Agreement end: 31 January 2025
Subsequent invoice date: Three months in advance of the licence anniversary date.
Institutions may participate at any time during the 4 year period. They will then be committed for three years.
Site licence
Trials are available. Please see 'Service and Support' tab for more information.
This Agreement is available to Institutions of Higher and Further Education and Research Councils in the United Kingdom, to Universities and Colleges of Further Education in Ireland, and to Associated Sites.
Licensor: Timberlake Consultants Ltd, registered in England and Wales (company number 3225632), whose registered office is 6th Floor, Charles House, 108-110 Finchley Road, London, NW3 5JJ.
A licence purchased through this Agreement provides the institution with the following package, details of which are below.
OxMetrics Enterprise Edition Version 9.0: OxMetrics Enterprise Edition is a single product that includes and integrates components for theoretical and empirical research in econometrics, time series analysis and forecasting, applied economics and financial time series: Ox Professional, PcGive, G@RCH and STAMP.
CATS 3 (Cointegration of Time Series Analysis) by Jurgen A Doornik and Katerina Juselius: CATS uses OxMetrics for data input and graphical and text output and is part of the OxMetrics family. The third generation of CATS is a complete rewrite and is now written in Ox for use within OxMetrics, either using the graphical user interface or programmatically. Many algorithms have been improved or newly invented, in particular for I(2) models. The new CATs module with I(2) cointegration and many new I(1) cointegration features includes corrections and is considerably faster than hitherto.
Ox Professional Version 9.0: An object-oriented matrix programming language. It is an important tool for statistical and econometric programming with a syntax similar to C++ and a comprehensive range of commands for matrix and statistical operations. Ox is at the core of OxMetrics. Most of the other modules of OxMetrics (such as PcGive, STAMP, G@RCH) are implemented with the Ox language. Ox Professional belongs to the OxMetrics Enterprise Edition.
PcGive Professional Version 15.0: A tool for modern econometric modelling. PcGive Professional is also part of OxMetrics Enterprise Edition. It provides the latest econometric techniques, from single equation methods to advanced cointegration, volatility models static and dynamic panel data models, discrete choice models and time-series models.
PcGive Professional includes Autometrics: Autometrics is the automatic econometric model selection procedure that is available in PcGive. Autometrics is a new approach to model building, based on recent advances in the understanding of model selection procedures. Starting from an initial model, Autometrics will find the best simplified model.
G@RCH Version 9.0: G@RCH is an OxMetrics module dedicated to the estimation and forecast of univariate and multivariate ARCH-type models. It also allows the estimation of univariate and multivariate non-parametric estimators of the quadratic variation and the integrated volatility. G@RCH provides a menu-driven easy-to-use interface, as well as some graphical features. For repeating tasks, the models can be estimated via the Batch Editor of OxMetrics or using the Ox language together with the ‘Garch’, ‘MGarch’ and ‘Realized’ classes. Version 9.0 is a major update that features many improvements. G@RCH is also part of OxMetrics Enterprise Edition.
STAMP Version 8.3: Modelling and forecasting time series, based on structural time series models. These models use advanced techniques, such as Kalman filtering, but are set to be easy to use. STAMP 8.3 includes both univariate and multivariate models and automatic outlier detection. STAMP is also part of OxMetrics Enterprise Edition.
SsfPack Version 3.0: SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form and requires Ox 4 or above to run. SsfPack was hitherto not a member of OxMetrics Enterprise Edition.
*OxMetrics 9 and SSfPack users please note: SSfPack 3.0 has been recompiled to be compatible with OxMetrics 9 and requires users to reinstall a new version of the software
OxMetrics offer bespoke demos for OxMetrics 9 on request. Please contact help@chest.ac.uk to find out more.
Can Economists forecast the future?
Deciding Alternative approaches Macroeconomics
Improved Approach to Empirical Modelling
Mining Big Data Statistical Methods using Autometrics and PCGive
https://www.dynamic-econometrics.timberlake-conferences.com/presentations
14-day trial licenses are available. Please contact info@timberlake.co.uk for further information.
Access to free webinars and details of upcoming OxMetrics training courses and conferences can be found via Timberlake's website: https://www.timberlake.co.uk/
Check out the Chest Events page for details of forthcoming OxMetrics webinars.
Full technical support is available during normal UK working hours by email and phone:
New releases, versions and functionality are included.
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