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OxMetrics™ is the name of a family of software packages. OxMetrics provides an integral solution for those working in financial econometric modelling, econometric analysis of time series, forecasting or statistical analysis of cross-section and panel data. The software packages have been developed by several 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 visit the OxMetrics Web
Timberlake Consultants Ltd, the distributor and publisher of several of the OxMetrics software packages, would like to a two-hour presentation on OxMetrics during the AEA meeting, at the Hyatt Regency Atlanta on the 5 January 2002.
Seminar Theme
Advances in time series, forecasting and software engineering are continuously being introduced. These advances provide major breakthroughs in the modelling of time series with easy-to-use object-oriented software. The seminar aims to introduce participants to the OxMetrics suite of programs, drawing special attention to software packages for data mining, modelling stochastic volatility, time series analysis and integrating the OxMetrics code with existing Corporate applications. Demonstrations are part of each presentation. Books and papers on the subject are displayed for consultation during breaks.
Who should attend - The seminar is aimed at forecasters and researchers in:
- Economic Research/ Model Building
- Financial Modelling/ Arbitrage Trading
- Quantitative Investment Management
- Risk management
- Derivatives trading
- Investment management
- IT integrators
- Teachers and Researchers in Academic Institutions
The seminar is free of charge. You may want to attend part of or the full day. The number of places is limited and early registration is highly recommended. Registration closes on 20th December 2001. The seminars location will be advertised at a later stage but they will be at central locations
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Seminar Programme
(may be subject to change)
9:30 am Coffee and Registration
10:00 am Introduction to OxMetrics - Demostration of GiveWin, Ox, PcGive, PcNaive, PcGets
Dr. Jurgen A. Doornick
12:00 pm
Lunch
1:00 pm
State space modelling with special references to the business cycle and financial markets using Stamp
Dr. Siem Jan Koopman
2:30 pm Coffee
2:45 pm A close look at the new features of PcGive 10 and an introduction at PcGets.
Dr. Jurgen A. Doornick
4:00 pm Coffee and further demostrations
4:30 pm Close
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Seminar Programme
(may be subject to change)
| 9:30 am |
Coffee and Registration |
| 10:00 am |
Introduction to OxMetrics - Demostration of GiveWin, Ox, PcGive, PcNaive, PcGets
Dr. Jurgen A. Doornick
|
| 12:00 am |
Lunch |
| 1:00 pm |
State space modelling with special references to the business cycle and financial markets using Stamp
Dr. Siem Jan Koopman |
| 2:30 pm |
Coffee |
| 2:45 pm |
A close look at the new features of PcGive 10 and an introduction at PcGets.
Dr. Jurgen A. Doornick |
| 4:00 pm |
Coffee and refreshment |
| 4:30 pm |
Close |
The speakers
Dr. Jurgen Doornik is Research Fellow at Nuffield College, Oxford. He is the originator of Ox package, and contributed to many Ox packages (including the Arfima package) and works with David Hendry on PcGive. He has published papers in the Econometrics Journal, Journal of Economic Surveys, and Scottish Journal of Political Economy. http://www.nuff.ox.ac.uk/users/doornik/
Prof. Siem Jan Koopman is a Professor in Econometrics at the Free University of Amsterdam. He gained hid Ph.D. (from LSE) in 1992. He has published papers in Biometrika, JASA, J Business and Economics Statistics, and J Royal Statistical Society Serie B. He is a member of the editorial board of the J Applied Econometrics.
http://www.econ.vu.nl/koopman/
http://stamp-software.com/
http://www.ssfpack.com/
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