Introducing OxMetrics 9
Powerful Integrated Solutions for Econometric Analysis
OxMetrics delivers everything you need for econometric analysis - time series, forecasting, financial econometric modelling and statistical analysis of cross-section and panel data - all in one intuitive platform.
Real World Training
Expert-led online and in-person training
Advance your career or upskill your team with expert-led online or in-person courses—public or tailored to your organisation’s goals.
Tailored Solutions
Expert Consultancy that Delivers Results
Empower your organisation with targeted consultancy from expert analysts who blend technical expertise with global best practices.
Network and Connect
Webinars, Workshops & Conferences
Join our global events—from webinars and workshops to major conferences—to gain insights, build skills, and expand your network.
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Dynamic Econometrics Conference
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CATS 3 (Cointegration of Time Series Analysis)
CATS, now in its third generation, is fully rewritten in Ox for integration with OxMetrics, supporting both graphical and programmatic use. It features enhanced and newly developed algorithms, especially for I(2) models, and offers improved performance, new I(1) cointegration tools, and various corrections.
Ox
Ox is an object-oriented matrix programming language designed for statistical and econometric programming. It features a C++-like syntax and offers a wide range of commands for matrix and statistical operations. As the core of OxMetrics, most OxMetrics modules (e.g., PcGive, STAMP, G@RCH) are built using Ox. The Ox Professional version is part of the OxMetrics Enterprise Edition.
G@RCH 9.0
G@RCH is an OxMetrics module focused on estimating and forecasting univariate and multivariate ARCH-type models. It also supports non-parametric estimation of quadratic variation and integrated volatility. With a user-friendly, menu-driven interface and graphical tools, it enables easy model estimation. Repetitive tasks can be automated using the Batch Editor or through the Ox language with the ‘Garch’, ‘MGarch’, and ‘Realized’ classes. Version 9.0 introduces significant enhancements, and G@RCH is included in the OxMetrics Enterprise Edition.
PcGive 15
PcGive Professional is a key tool for modern econometric modelling and is part of the OxMetrics Enterprise Edition. It offers a comprehensive range of econometric techniques, including single-equation models, advanced cointegration, volatility models, static and dynamic panel data models, discrete choice models, and time-series models.
A standout feature of PcGive is Autometrics, an advanced automatic model selection procedure. Based on cutting-edge research, Autometrics streamlines the modelling process by starting from an initial model and selecting the best simplified version. It often outperforms expert econometricians, eliminating the tedious aspects of model selection and allowing users to focus on variable selection and model interpretation.
STAMP
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. The hard work is done by the program, leaving the user free to concentrate on formulating models, then using them to make forecasts. STAMP 9 includes both univariate and multivariate models and automatic outlier detection. STAMP is also part of OxMetrics Enterprise Edition.
SsfPack
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 is not a member of OxMetrics Enterprise Edition.
Upcoming Event
27th Dynamic Econometrics Conference
18 - 19 September 2025
Bayes Business School,
London
A forum for empirical economic modelling, forecasting, computational econometrics, time series and much more.
Conferences, Webinars and Workshops
Webinar
Creating and Customising Graphs in Stata 19
Online
Webinar
Data Management, Validation and Re-structuring using Stata
Online
Conference
2025 Brazil Stata Conference, São Paulo
São Paulo
Webinar
Creating and Exporting Premium Tables in Stata
Online
Conference
2025 Brazil Stata Conference, São Paulo
São Paulo
Webinar
Creating and Customising Graphs in Stata 19
Online
Webinar
Data Management, Validation and Re-structuring using Stata
Online
Webinar
Creating and Exporting Premium Tables in Stata
Online
Training Courses
Introducing StataNow
StataNow is a continuous-release version of Stata that offers new features as soon as they are ready.
StataNow provides access to new features as soon as they are certified ready by the development team. Those features are added to StataNow via free updates as soon as they are available. Thus, StataNow provides access to new features sooner. For instance, StataNow 19 contains features that will also be part of a future major release, Stata 20.
The Bulletin
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