Ox Program Files

 

Ox is a matrix programming language developed by Dr. Juegen A. Doornik.  We can refer to his homepage for the details of Ox (http://www.doornik.com/index.html).  For Japanese, the homepage of Professor Omori at University of Tokyo (http://www.e.u-tokyo.ac.jp/~omori/Ox/index.htm) will be helpful.  In my seminar class, we will study the programming in Ox by solving some exercises in a wonderful Econometrics textbook by Davidson and MacKinnon (2004).     

 

 

1) Code for converting the data in Excel file to Matrix file (refer to p. 32 of eIntroduction to Oxf)

(Listed on October 30, 2008)

 

Ox Code for Making Matrix File: this is an Ox file (extension is ``oxff).  After downloaded, you can read it by any editor (software) as a text file.

 

Input for this program (Excel file downloaded from: http://www.econ.queensu.ca/ETM/)

 

 

2) Exercise 1.21 of Davidson and MacKinnon (2004, pp. 40-41)

(Listed on January 4, 2011)

 

Ox Code for Exercise 1.21: this is an Ox file (extension is ``oxff).  After downloaded, you can read it by any editor (software) as a text file.

 

Output of this program (a text file)

 

 

3) Exercise 4.24 (parametric bootstrap) of Davidson and MacKinnon (2004, pp. 175-176)

(Listed on June 28, 2011)

 

Ox Code for Exercise 4.24 (parametric bootstrap) : this is an Ox file (extension is ``oxff).  After downloaded, you can read it by any editor (software) as a text file.

 

Output of this program (a text file)

 

 

4) Exercise 4.24 (semi-parametric bootstrap) of Davidson and MacKinnon (2004, pp. 175-176)

(Listed on July 29, 2011)

 

Ox Code for Exercise 4.24 (semi-parametric bootstrap) : this is an Ox file (extension is ``oxff).  After downloaded, you can read it by any editor (software) as a text file.

 

Output of this program (a text file)

 

 

5) Exercise 5.6 of Davidson and MacKinnon (2004, p. 210)

(Listed on January 4, 2011)

 

Ox Code for Exercise 5.6: this is an Ox file (extension is ``oxff).  After downloaded, you can read it by any editor (software) as a text file.

 

Output of this program (a text file)

 

 

6) Exercise 7.22 of Davidson and MacKinnon (2004, p. 310)

(Listed on February 23, 2010)

 

Ox Code for Exercise 7.22: this is an Ox file (extension is ``oxff).  After download, you can read it by any editor (software) as a text file.

 

Output of this program (a text file)