13th OxMetrics User Conference

13th OxMetrics User Conference
5-6 September 2013

CREATES, Aarhus University and
Timberlake Consultants

More information

5-6 September 2013
CREATES, Aarhus University

The 13th OxMetrics User Conference is to be held at CREATES on Thursday and Friday, 5 and 6 September 2013. The conference is co-organised with Timberlake Consultants.

The OxMetrics User Conference provides a forum for the presentation and exchange of research results and practical experiences within the fields of computational and financial econometrics, empirical economics, time series and cross-section statistics and applied mathematics. The conference programme will feature keynote presentations, contributed paper sessions, poster sessions, and a panel discussion with the OxMetrics developers.

This year the Ana Timberlake Memorial Lecture will be delivered by Professor Russell Davidson, McGill University and the orther invited speakers are Morten Ø. Nielsen, Katarina Juselius, Asger Lunde, and Gunnar Baardsen. The conference is open to all those interested, not just to OxMetrics™ users, from academic and non-academic organisations.

Conference Program
The program of the conference can be downloaded from link to the right.

Registration, accommodation, fee
Online registration is now available. There will be a small conference fee: 100 euro if full payment of registration is received by 31st July 2013 or 150 euro if full payment of registration is received after 31st July 2013 to cover costs for coffee, teas, luncheons and conference dinner on the 5th of September 2013. The conference fee will be waived for presenters.

Local Organizing Committee

Programme Committee

  • Jennifer Castle, University of Oxford
  • ŸJurgen A. Doornik, principal of OxMetrics Technologies
  • ŸNeil R. Ericsson, Board of Governors of the Federal Reserve System, Washington
  • ŸNiels Haldrup, Director of CREATES
  • ŸAndrew Harvey, developer of STAMP
  • ŸDavid F. Hendry, developer of PcGive
  • ŸSiem Jan Koopman, developer of STAMP and SsfPack
  • ŸSébastien Laurent, developer of G@RCH
  • ŸGiovanni Urga, Cass Business School, City University London
  • ŸMelvyn Weeks, Clare College, University of Cambridge

OxMetrics™ is a modular software system that provides an integrated solution for the econometric analysis of time series, forecasting, and financial econometric modeling, and for the statistical analysis of cross-section and panel data. The OxMetrics modules are PcGive™, STAMP™, SsfPack™, G@RCH™, and TSP/OxMetrics™. OxMetrics is available within a user-friendly GUI interface and has extensive graphical reporting. OxMetrics also provides a powerful object-oriented programming language (Ox Professional™) that allows users to directly implement the latest theoretical developments and/or integrated packages.

Conference Secretary

Solveig Nygaard Sørensen
+45 8716 5503
+45 2042 1434