The 19th OxMetrics User Conference will be held at ESSEC, Paris La Défense, France on 11 & 12 September 2017. The Conference is held in conjunction with ESSEC Business School.
Conference Overview
The OxMetrics User Conference provides a forum for the presentation and exchange of research results and practical experiences within the fields of computational and financial econometrics, empirical economics, time-series and cross-section econometrics and applied mathematics.
The conference program will feature contributed paper sessions, a PhD SPEED presentation session, and a panel discussion with the OxMetrics developers. We expect OxMetrics developers (Jurgen A. Doornik, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent) to be present.
The conference is open to all those interested, not just to OxMetrics users, from academic and non-academic organisations.
OxMetrics is a modular software system that provides an integrated solution for the econometric analysis of time series, forecasting, and financial econometric modelling, and for the statistical analysis of cross-section and panel data. The OxMetrics modules are PcGive, STAMP, SsfPack, G@RCH, and TSP/OxMetrics. OxMetrics is available within a user-friendly GUI interface and has extensive graphical reporting. OxMetrics also provides a powerful object oriented programming language (Ox Professional) that allows users to directly implement the latest theoretical developments and/or integrated packages. For further details, visit www.oxmetrics.net.
Ana Timberlake Memorial Lecture
The conference will again feature the the Ana Timberlake Memorial Lecture. Full details will be released shortly.
Quick Links
- Paper & Presentation Submissions
- Conference Location
- Scientific Organisers
- Registration and conference fees
- Accommodation
- Contact Timberlake and find out more
Paper & Presentation Submissions
Please submit a full paper in PDF format by e-mail to chevillon@essec.edu on or before 9 June 2017, Subject: 19th OxMetrics User Conference. Decision on submissions will be made by 7 July 2017. The conference program will be released by 28 July 2017.
The Conference will include a session dedicated to PhD SPEED presentations. We encourage PhD students in the mid/end of their studies to submit a PDF file containing 5 slides summarising motivation, model and main results of a research topic of their PhD dissertation. Selected students (5 presentations) will be given 10 minutes each to present their work. The programme committee will evaluate the quality of both the presentation and the research topic, awarding the best a €250 prize, made available by Timberlake Consultants, and a full copy of OxMetrics Enterprise.
Conference Location
The conference will be held at ESSEC Executive Education, Cnit La Defense, 2 Place de la Défense, 92053 Paris La Défense, FranceBusiness School, Paris.
Scientific Organisers
Programme Committee
- Jennifer Castle (University of Oxford)
- Guillaume Chevillon (ESSEC Business School)
- Jurgen A. Doornik (principal of OxMetrics Technologies)
- Neil R. Ericsson (Federal Reserve Board, Washington D.C. and GWU)
- David F. Hendry (developer of PcGive)
- Siem Jan Koopman (developer of STAMP and SsfPack)
- Sébastien Laurent (developer of G@RCH)
- Giovanni Urga (Cass Business School, City University, London, UK)
Local Organising Committee
- Guillaume Chevillon (ESSEC Business School)
Registration, conference fee
The logistics of the conference are organised by Timberlake Consultants, the publishers of OxMetrics software.
The logistics of the conference are organised by Timberlake Consultants the publishers of OxMetrics. A conference registration fee will be applicable to all non-presenting delegates and will include conference material, refreshments, lunches, and the conference dinner on Monday 12 September.
Conference fee is £108.00 (inclusive of VAT). Full-time students pay 50% of the fees.
The conference fee is waived for presenters (only one fee waiver per presentation, regardless of the number of authors involved). Both the student registration fee and the waived conference fee for presenters does not include attendance at the conference dinner, although attendees may the attend the dinner for a supplementary charge (£40 inclusive of VAT).
Find out more
We welcome delegates to find out more and register interest for the meeting by contacting our sales and training team either by email: info@timberlake.co.uk or by phone: +44 (0)20 8697 3377.
Or alternatively please fill in and submit the form below.
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