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OxMetrics in
TBA
The George Washington University
2121 Eye Street, N.W. Washington, D.C. 20052 A.
Timberlake Consultants, the publisher and distributor of OxMetrics™ would like to invite you to attend the events below. This is a rare opportunity to meet and listen to four of the main developers of OxMetrics™ during a one-day FREE seminar and to attend one or more courses to refresh your knowledge of econometrics and learn how to model and interpret results using the OxMetrics software system. You do not need to be an OxMetrics user to attend these events.
OxMetrics™ is a software system providing an integral solution for those working in data analysis, with an emphasis on econometric modelling and forecasting, cross section and panel data. OxMetrics' modules have been developed by senior academic professors and researchers working in the forefront of research in econometrics, financial econometrics, statistics and computing technology. OxMetrics offers the following benefits:
- Latest developments in financial and econometrics modelling techniques (e.g. volatility, regime switching modelling)
- Easy integration with an organisations' existing systems
- World-wide support and training
- Low cost solution.
For further details on OxMetrics visit the OxMetrics Web.
Courses
- Course 1: Econometric Modeling using PcGive™ - TBA
- Course 2: Econometric Modeling using PcGive™ and an Introduction to Forecasting and Analysing Time Series using Kalman filter methods within OxMetrics™ -TBA
- Course 3: Forecasting and Analysing Time Series using Kalman filter methods within OxMetrics™ - TBA
- Course 4: Ox Programming - TBA
- Course 5: Modeling and Forecasting Volatility with GARCH models - from Theory to Practice – TBA
The courses are priced individually but the following discounts are available:
- 20% discount for attending 2 courses
- 30% discount for attending 3 courses
- 10% for holders of the OxMetrics Enterprise Edition
- a further 5% discount is provided to subscribers of the Foresight magazine
Request Enrolment Form Now
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