STAMP is a statistical / econometric software system for time series models with. He is author of the. Time Series Analysis by State Space Methods (with J. Durbin) and. An Introduction to State Space Time Series Analysis (with J. Harveyis Professor of Econometrics at the University of Cambridge.
He. is the main developer of Ox. Metrics. the originator of Ox, an object- oriented matrix programming language. David F. Hendry) of Pc. Give and Pc. Fiml. Neil. Shephardis Professor of Economics at the University of Oxford and.
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Research Director of the Oxford- Man Institute of Quantitative Finance. Please send. questions, comments and remarks about the website to.
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