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Econometric Programming with Ox™
Course 1: Introduction to Ox™ Programming
TBA
Course 2: Intermediate-level Programming in Ox™
TBA
Centre for Economics Analysis (CEA@Cass)
Cass Business School, 106 Bunhill Row, London, EC1Y 8TZ, UK.
Contents
Course Description
Course Programme
Request an Enrolment Form Now
Terms and Conditions
About Ox Professional
Timberlake Consultants Ltd, the distributor and publisher of the OxMetrics™ software, would like to invite you to attend 2 two-day courses in Central London. The first course will provide sufficient training to allow the participants to start writing their own Ox programs. The second course covers advanced topics in Ox programming. Hands-on sessions are included. Basic econometric knowledge is assumed but no prior programming experience is required for the first course. The second course assumes participants have covered and are confident on all topics covered in the 1st course.
Definitions - OxMetrics is a modular system for the econometric and statistical analysis of economic, financial and marketing data. PcGive is the module that provides a graphical user interface for dynamic econometric models, optionally using Autometrics. Autometrics is the procedure for automatic model selection. Ox is the matrix and statistical programming language which is used to compliment the graphical facilities in PcGive and other OxMetrics modules.The Course - Several major advances in optimization and software engineering have occurred in the past few years. These advances provide major breakthroughs in the modelling of time series embodied in easy-to-use software and advanced programming languages. Object-oriented programming has turned out to be very useful for econometric and statistical applications. Many Ox packages successfully built on top of the pre-programmed classes for model estimation and simulation.
The two courses, when taken together, provide intensive teaching of econometric programming in Ox up to a moderately advanced level. The objective is to allow the user to make effective use of the many facilities provided by Ox. Hands-on exercises form an integral part of the course. No experience with OxMetrics or Ox is required for the first course, but a reasonable level of matrix algebra and econometrics will be assumed. The second course requires participants to have the level achieved in the first course.
Although you can just attend one of the courses, you benefit by attending the 4 consecutive days.
Who should attend ?
The course is aimed at those wanting to gain their experience in Ox programming or improve their ex. The course is aimed to those working with time-series data in government, industry, the financial sector or academia.
The principal lecturer: - The principal lecturer is
Dr. Jurgen Doornik is the managing director of OxMetrics Technologies Ltd. and Research Fellow at Nuffield College, Oxford. He is the originator of the Ox Object-Oriented Programming language, and contributed to many Ox packages (including the ARFIMA package - now integral part of PcGive) 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.
Cost - The cost of the course is:
Course 1 + Course 2
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Organization Type
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1st Participant
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2+ Participants
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Non Academic
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£1,600.00+VAT=£1,880.75
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£1,450.00+VAT=£1703.75
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Academic
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£1,200.00+VAT=£1,410.00
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N/A
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| Student |
Please enquire
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N/A
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Course 1 or Course 2
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Organization Type
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1st Participant
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2+ Participants
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| Non Academic | £1,100.00+VAT=£1,316.00 | |
| Academic | £850.00+VAT=£998.75 |
N/A
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| Student |
Please enquire
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N/A
|
Discounts
- 10% for holders of the OxMetrics Enterprise Edition
- 10% discount for participants of one or more of the OxMetrics courses held during 2007
The number of delegates is restricted. Please register early to guarantee your place. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department.The cost includes course materials, course dinner, lunch, refreshments and the use of computers.
Course 1: Introduction to Ox™ Programming
Day 1: Registration starts at 9H30. Course starts at 10H00 and ends at 17H00.
- Getting started with OxMetrics and Ox
- Overview of the OxMetrics system
- PcGive
- Ox Console and Ox Professional
- Other components of OxMetrics
- Getting started with OxMetrics
- loading/saving data
- graphical facilities
- data transformations
- Practical session
- PcGive Batch
- OxMetrics batch language
- Using Ox as a batch language
- Using Ox and PcGive together
- Introduction to Ox
- work environment
- basic Ox programming
- using Ox packages
- Getting started with Ox
- loading/saving data - graphical facilities
- data transformations
- Practical session
DAY 2: Course starts at 9H30 and ends at 16H30.
- Elements of the Ox language
- Matrix and other operators
- Loops and conditional statements
- Using functions for program structure
- Practical session
- Maximization and estimation
- Using Ox optimization functions
- Using the Database and Modelbase class
- OxPack for interactive, user-friendly programs
- Overview of available estimation packages
- Practical session
- Review and discussion
Course 2: Intermediate-level Programming in Ox™
DAY 3: Registration starts at 9H30. Course starts at 10H00 and ends at 17H00.
- Monte Carlo analysis -
- Interactive design of experiments using PcNaive
- Ox-based Monte Carlo analysis
- Using the Simulation class
- Practical session
- Catch-up
- Elective topics
DAY 4: Course starts at 9H30 and ends at 16H30.
- Introduction to object-oriented programming using Ox
- Basic concepts
- Benefits
- Some examples
- Overview of the classes provided by Ox
- Using the Modelbase class
- Using Ox packages
- Practical session
- Writing object-oriented code
- fundamental principles
- Some examples
- Practical session
- Review and discussion
Registration closes 5 calendar days prior to the start of the course.
Cancellations:
- full fee returned for cancellations made over 28 calendar days prior to start of the course
- half-fee returned for cancellations made 14 calendar days prior to he start of the course
- no fee returned for cancellations made less than 14 calendar days prior to the start of the course.
Payment of course fees required prior to the course start date
For Timberlake Consultants Terms and Conditions click here
Copyright of Timberlake Consultants Limited
Last Revised:
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