20th OxMetrics User Conference
Conference Programme will be announced soon
Paper submissions for the 20th OxMetrics Conference is now closed. The conference programme will be available soon.
the 20th OxMetrics User Conference, to be held at the Centre for Econometric Analysis of Cass Business School, London EC1Y 8TZ on Monday 10 & Tuesday 11 September 2018.
Conference Organiser: Giovanni Urga
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 is open to all those interested, not just to OxMetrics users, from academic and non-academic organisations.
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.
Ana Timberlake Memorial Lecture
The Ana Timberlake Memorial Lecture will be delivered by Professor Robin L. Lumsdaine (Kogod School of Business, American University; Erasmus University Rotterdam; National Bureau of Economic Research; Tinbergen Institute).
- Conference Location
- Scientific Organisers
- PhD Speed Presentations
- Registration and conference fees
- Contact Timberlake and find out more
The conference will be held at the Centre for Econometric Analysis of Cass Business School, London, UK
- Jennifer Castle (University of Oxford)
- Jurgen A. Doornik (principal of OxMetrics Technologies)
- Neil R. Ericsson (Federal Reserve Board, Washington D.C. and GWU)
- David F. Hendry (developer of PcGive)
- Siem Jan Koopman (developer of STAMP and SsfPack)
- Sébastien Laurent (developer of G@RCH)
- Giovanni Urga Giovanni Urga (Cass Business School, UK and Bergamo University, Italy)
Local Organising Committee
- Marilyn Parris-Bell (Cass Business School, UK)
- Riccardo Borghi (Cass Business School, UK)
- Soon Leong (Cass Business School, UK)
- Giovanni Urga (Cass Business School, UK and Bergamo University, Italy)
£250 + OxMetrics 8 Enterprise prize
The conference will include a section dedicated to PhD Students where selected students will be given 10-minutes to present a maximum of 5 slides summarising the motivation, model and main results of a research topic of their PhD dissertation. The programme committee will evaluate the quality of both the presentation and the research topic, awarding the best a £250 prize, made available by the Centre for Econometric Analysis, and a full copy of OxMetrics 8 Enterprise, made available by Timberlake Consultants.
The logistics of the conference are organised by Timberlake Consultants the publishers of OxMetrics software.
A conference registration fee will be applicable to all non-presenting delegates and will include conference material, refreshments, lunches, and the conference dinner on Monday 10 September.
Conference fee is £110.00 (exclusive of VAT). Full-time students pay 50% of the fees.
The conference fee is waived for presenters (only one fee waiver per presentation, regardless of the number of authors involved). Both the student registration fee and the waived conference fee for presenters does not include attendance at the conference dinner, although attendees may the attend the dinner for a supplementary charge (£35 exclusive of VAT).
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