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Econometrics and Financial Modelling Using OxMetrics™
FREE SEMINAR Washington DC, 6 January 2003 George Washington University, Department of Economics,2201 G Street, NW , Washington DC 20052 OxMetrics™ is a software package providing an integral solution for those working in applied mathematical and statistical modelling, with an emphasis on econometric modelling of financial and time-series data, but also cross section and panel data. OxMetrics' modules have been developed by senior academic professors and researchers working in the forefront of research in econometrics, financial econometrics, statistics and computing technology. OxMetrics offers the following benefits:
For further details on OxMetrics visit the OxMetrics Web. Timberlake Consultants Ltd, the distributor and publisher of the OxMetrics, would like to invite you to attend a one-day seminar, in Central Paris, concentrating on the use of OxMetrics in Econometrics, Mathematics, Financial Modelling and Forecasting. 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 software, drawing special attention to modules for data mining, modelling stochastic volatility, time series analysis and integrating the OxMetrics code with existing Corporate applications. Several users will be presenting papers about the use of OxMetrics in their work. 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:
The seminar is free of charge and includes luncheon. You may want to attend part of or the full day. The number of places is limited and early registration is highly recommended. For details on location, please contact Prof. Frederick L. Joutz, Phone: (202) 994-4899, Fax: (202) 994-6147, Email: bmark@gwu.edu Speakers Prof. Dr. Siem Jan Koopman is a Professor in Econometrics at the Free University of Amsterdam. He gained his 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. He is main contributor to the STAMP module and developed the Ox package SsfPack. OxMetrics Users Frederick L. Joutz, Associate Professor, George Washington University Dr. Peg Young, Bureau of Transportation Statistics Seminar Programme 9.00 - Coffee and Registration 9.15- 9.20 - Welcome by Professor Frederick L. Joutz
13.00-14.00 Lunch 14.00-14.05 - Welcome by Professor Frederick L. Joutz 14.05- 17.00
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