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19th OxMetrics User Conference - Programme Now Available

The 19th OxMetrics User Conference will be held at ESSEC, Paris La Défense, France on 11 & 12 September 2017. The Conference is held in conjunction with ESSEC Business School.

Conference Overview

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 econometrics and applied mathematics.

The conference program will feature contributed paper sessions, a PhD SPEED presentation session, and a panel discussion with the OxMetrics developers. We expect OxMetrics developers (Jurgen A. Doornik, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent) to be present.

The conference is open to all those interested, not just to OxMetrics users, from academic and non-academic organisations.

OxMetrics is a modular software system that provides an integrated solution for the econometric analysis of time series, forecasting, and financial econometric modelling, 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. For further details, visit

Ana Timberlake Memorial Lecture

Statistics for High‐Frequency Observations of a Process
The Ana Timberlake Memorial Lecture will be delivered by Jean Jacod.

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The Conference will include a session dedicated to PhD SPEED presentations. We encourage PhD students in the mid/end of their studies to submit a PDF file containing 5 slides summarising motivation, model and main results of a research topic of their PhD dissertation. Selected students (5 presentations) will be given 10 minutes each to present their work. The programme committee will evaluate the quality of both the presentation and the research topic, awarding the best a €250 prize, made available by Timberlake Consultants, and a full copy of OxMetrics Enterprise.

Conference Location

The conference will be held at ESSEC Executive Education, Cnit La Defense, 2 Place de la Défense, 92053 Paris La Défense, FranceBusiness School, Paris.

Scientific Organisers

Programme Committee

Local Organising Committee

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