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 %...
read moreAuthor: 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 %...
read moreWhat's New in OxMetrics 9 OxMetrics 9 features a wide range of exciting changes and improvements (both in Econometrics and non-econometric). The following is an overview...
read moreAbstract Macroeconomic time-series data are aggregated, inaccurate, non-stationary, collinear and rarely match theoretical concepts. Macroeconomic theories are incomplet...
read moreOxMetrics developer Prof. Sir David Hendry and Dr. Jennifer Castle discuss "An improved approach to empirical modelling" in this article in the CEPR's VOX online platform...
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