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 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 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 moreThe International Institute of Forecasters (IIF) will be hosting their annual conference in Oxford, England in July 2022. The International Symposium on Forecasting (...
read moreWritten by Jennifer L. Castle and David F. Hendry. We all forecast many things every day, probably unconsciously, but forecast errors can be very expensive. For example,...
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 moreAn Introduction to Excel Add-in XlModeler, used for Econometric Modelling. Join our experts to learn about the key features of XlModeler, and see just how simple this Exc...
read moreChoose from our selection of free webinars that will be held each month for your convenience. Register now as space is limited. Stata Fundamentals Free Webinars 10 Decem...
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 moreDate: 18 February 2019 Venue: Online OxMetrics8 is a family of software packages providing an integrated solution for the econometric analysis of time series, forecasting...
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