Download Ox Console

Ox Console refers to the combination of Ox and OxEdit. With Ox Console you can run Ox in a terminal window, or from OxEdit.

Ox is also included with OxMetrics. OxMetrics is available from Timberlake Consultants.
Updates to OxMetrics can be found at doornik.com

Ox Console 9

Version 9 of Ox is available on:

Browser: try online at oxrun.dev
Linux (on AMD or Intel; RPM or DEB installation): (including OxEdit)
linux RPM linux DEB
macOS (26,15-12, Apple and Intel silicon): (including OxEdit)
Ox for macOS
Windows 11-8 (on AMD or Intel): (including OxEdit)
Ox for Windows

The current version is 9.30 (released 2024-06-04), see the release notes for recent changes.

Older versions of Ox are still available at doornik.com.

The following are part of the standard release:

Arma package: functions which are useful in ARMA models
Maximization package: numerical optimization and differentiation.
Probability package: density, quantile, cumulative density and random number generation of various probability functions.
PcFiml class: Econometric modelling (VARs, cointegration, simultaneous equations estimation, diagnostic tests).
Simulation class: Monte Carlo experiments.
QuadPack: numerical integration.
Arfima: ARFIMA(p,d,q) models.
DPD: dynamic panel data models.
Development kit: libraries to create dynamic link libraries for Ox.
gwg2ox: convert saved gwg graphics files to Ox code (new in Ox 9).
oxdoc: generate documentation from marked-up Ox code (new in Ox 9).
oxurl: download from the internet (new in Ox 9).
Python: call Python from Ox code (new in Ox 9).
Rox: call R from Ox code (new in Ox 9).

Here are some additional Ox packages that I maintain or host:

Excel2Ox package providing xll's to call Ox from Excel (Windows only)
- Excel2Ox 9.0 (zip)
- includes the Excel2Ox Documentation (PDF)
Financial Numerical Recipes for Ox
- Financial Numerical Recipes version 1.02 (zip)
- browse the documentation
Model Discovery Code for the Empirical Model Discovery and Theory Evaluation book by David F. Hendry and Jurgen A. Doornik.
OxMPI (zip) 3.10
Ox wrapper using MPI for distributed processing, see the included documentation. The included Ox code facilitates running Ox programs on multiple processors (or cores) using OxMPI.
SSFPack 3.0 (zip). SSFPack routines for the statistical analysis of univariate and multivariate models in state space form
STR2 for estimation and testing of smooth-transition autoregressive models
- STR2 0.86 (zip)

See Awesome Ox for additional resources.

Here are some additional Ox packages (these are not maintained by me):

Cofrac: estimating co-fractional systems.
Extreme value analysis.
OxJapi 2 simple Java-based cross-platform GUI extensions for Ox 7.
Quantile regression
SFAMB (zip) is a tool for stochastic frontier (SF) estimation techniques including the basic estimator (with extensions) as well as panel fixed effects SF estimators. The zip-file includes an user manual.
Stochastic volatility by Jouchi Nakajima.
Time Series Modelling for time series models incorporating long memory, GARCH, regime-switching, and other forms of nonlinearity.
TVP-VAR: Time-varying parameter vector autoregressive models.

Other material:

Parallel computation using Ox
- Zipped code accompanying Computationally-intensive econometrics using a distributed matrix-programming language by Jurgen A Doornik, David F. Hendry and Neil Shephard, 2002 (Philosophical Transactions of the Royal Society of London, Series A, 360, 1245-1266).
  This uses the Message Passing Interface (MPI) to run simulations on multiple processors. Note that recent versions of Ox supports parallel computation on a single computer by default.
Some information for other editors than OxEdit:
1. Visual Studio Code: see Awesome Ox.
Ox code by Jouchi Nakajima. Ox code for survival analysis and extreme value analysis. Japanese function and graphics reference for Ox.
Ox code for
1. solving nonlinear simultaneous equations,
2. solving a single nonlinear equation,
3. integrating a system of ordinary differential equations,
is made available by N. Shamsundar. A copy of the code is here: shamsundar.zip. The documentation is in the source code. Example programs are supplied.
Ox code by Yori Zwols:
- OxDoc is a javadoc-like tool to generate documentation from Ox sourcecode. OxDoc supports LaTeX expressions.
- OxLatex provides an easy way to generate LaTeX output from any Ox program.