In the field of econometrics, the ability to analyze data and develop robust models is crucial for researchers and analysts. Traditionally, programming languages like ...
read moreIn the field of econometrics, the ability to analyze data and develop robust models is crucial for researchers and analysts. Traditionally, programming languages like ...
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 moreThe 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...
read moreOne 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...
read moreApplied Econometrics Postgraduate Courses Our Applied Econometrics online MSc, gives unprecedented access to the best minds in econometrics. We are now offering postg...
read moreTop 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...
read moreWe 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...
read moreWith teaching moving online for many institutions over the upcoming academic year 20/21, lecturers are facing new challenges, especially when teaching with applied softwa...
read moreSubmissions 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 ...
read moreOver 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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