Econometrics

Harnessing the Power of ChatGPT-4.0 in Econometrics and Programming: A Game-Changer for Researchers | By Prof Sébastien Laurent

In the field of econometrics, the ability to analyze data and develop robust models is crucial for researchers and analysts. Traditionally, programming languages like ...

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We modeled long memory with just one lag!

Author: Prof Sebastien Laurent Many series like the realized variance of Apple stock plotted in the top panel of the figure below (computed from 5-minute log-returns in %...

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Quasi Score-Driven Models

The paper “Quasi score-driven models”, co-authored by Sébastien Laurent, a co-developer of OxMetrics, introduces the new class of quasi score-driven (QSD) models. T...

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Score-Driven Models

One of the major contributions of the last 20 years in time series econometrics is undoubtedly the introduction of Score Driven (SD) models that provide a general modelli...

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Applied Econometrics Postgraduate Programme

Applied Econometrics Postgraduate Courses Our Applied Econometrics online MSc, gives unprecedented access to the best minds in econometrics. We are now offering postg...

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DISSERTATION SOS: Refresh the Basics of Data Science Software and Make Your Research Shine

Top tips from an academic and expert in the field, Dr. Malvina Marchese. Which is the secret to a great dissertation? Writing an excellent dissertation requires a mixture...

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23rd Dynamic Econometrics Conference: Online

We are delighted to announce that the 23rd Dynamic Econometrics Conference will run online in 2021 - Join us wherever you are in the world.   The Dynamic Econometri...

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Online Teaching the Next Academic Year: Tips and Tricks

With teaching moving online for many institutions over the upcoming academic year 20/21, lecturers are facing new challenges, especially when teaching with applied softwa...

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22nd Dynamic Econometrics Conference - Submissions Closed

Submissions for the 22nd Dynamic Econometrics Conference, which will be held at Nuffield College, University of Oxford on Monday and Tuesday, 9 and 10 September 2019 are ...

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Learn How to Present your Research Effectively this Summer

Over the past 30 years our Summer Schools have been very successful in delivering training in econometrics and statistics to several professionals from academia, central ...

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