<s>
OxMetrics	B-Algorithm
is	O
an	O
econometric	O
software	O
including	O
the	O
Ox	B-Language
programming	I-Language
language	I-Language
for	O
econometrics	O
and	O
statistics	O
,	O
developed	O
by	O
Jurgen	O
Doornik	O
and	O
David	O
Hendry	O
.	O
</s>
<s>
OxMetrics	B-Algorithm
originates	O
from	O
PcGive	B-Algorithm
,	O
one	O
of	O
the	O
first	O
econometric	O
software	O
for	O
personal	O
computers	O
,	O
initiated	O
by	O
David	O
Hendry	O
in	O
the	O
1980s	O
at	O
the	O
London	O
School	O
of	O
Economics	O
.	O
</s>
<s>
OxMetrics	B-Algorithm
builds	O
on	O
the	O
Ox	B-Language
programming	I-Language
language	I-Language
of	O
Jurgen	O
Doornik	O
developed	O
at	O
University	O
of	O
Oxford	O
.	O
</s>
<s>
OxMetrics	B-Algorithm
is	O
a	O
family	O
of	O
software	O
packages	O
for	O
the	O
econometric	O
and	O
financial	O
analysis	O
of	O
time	O
series	O
,	O
forecasting	O
,	O
econometric	O
model	O
selection	O
and	O
for	O
the	O
statistical	O
analysis	O
of	O
cross-sectional	B-General_Concept
data	I-General_Concept
and	O
panel	O
data	O
.	O
</s>
<s>
The	O
main	O
modules	O
apart	O
from	O
PcGive	B-Algorithm
for	O
dynamic	O
econometric	O
models	O
(	O
ARDL	O
,	O
VAR	O
,	O
GARCH	O
,	O
Switching	O
,	O
Autometrics	O
)	O
,	O
panel	O
data	O
models	O
(	O
DPD	O
)	O
,	O
Limited	O
dependent	O
models	O
,	O
are	O
STAMP	O
for	O
structural	O
time	O
series	O
modelling	O
,	O
"	O
SsfPack	O
"	O
for	O
State	O
space	O
methods	O
and	O
"	O
G	O
@RCH	O
"	O
for	O
financial	O
volatility	O
modelling	O
.	O
</s>
<s>
present	O
many	O
empirical	O
examples	O
in	O
PcGive	B-Algorithm
for	O
OxMetrics	B-Algorithm
in	O
their	O
econometrics	O
textbook	O
.	O
</s>
