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Call for Papers

6th OxMetrics User Conference

17-18 September 2008
Cass Business School
106 Bunhill Row, London, EC1Y 8TZ (U.K)

This is the first announcement and call for papers for the 6th OxMetrics User Conference, to be held at Cass Business School on Wednesday and Thursday, 17 and 18 September 2008.

The conference will provide 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 statistics and applied mathematics. The conference programme will feature keynote presentations, technical paper sessions, workshops, tutorials and panel discussions. We expect all OxMetrics’ developers (Jurgen A. Doornik, Andrew Harvey, David F. Hendry, Siem Jan Koopman, Sébastien Laurent, and Melvyn Weeks) to be present as keynote speakers.

The conference is open to all those interested, not just to OxMetrics™ users, from academic and non-academic organisations. There will be a session for participants to put their comments to the development team and suggest improvements.

Submission of an abstract/paper. If you are interested in presenting a paper, please submit, by e-mail to Giovanni Urga (g.urga@city.ac.uk), a 100-200 word abstract on any issue that contributes to the conference themes by 30th May 2008. The full paper must be submitted by the 1st July 2008. The programme of the conference will be released by end-July 2008. The submission does not imply that the paper cannot be submitted elsewhere. Consult the web page http://www.cass.city.ac.uk/conferences/oxmetrics2008/index.html for updates of the conference.

Registration, accommodation, fee. The logistics of the conference is organised by Timberlake Consultants (www.timberlake.co.uk), the publishers of OxMetrics™. Registration online will be available in the near future. There will be a small conference fee: £70 + VAT = £82.25. If full payment of registration is received by 31st July 2008, or £84 + VAT = £98.70 if full payment of registration is received after 31st July 2007; to cover costs for coffee, teas, luncheons and conference dinner on the 17th of September 2008. A limited number of participants can stay at University accommodation and this can be arranged through Timberlake Consultants Ltd (www.timberlake.co.uk).

Programme Committee:

James Davidson (CO-CHAIR)
(James.Davidson@exeter.ac.uk)

David F. Hendry
(david.hendry@nuf.ox.ac.uk)

Jurgen A. Doornik
(jurgen.doornik@nuf.ox.ac.uk)

Siem J. Koopman
(s.j.koopman@feweb.vu.nl)

Andrew Harvey
(Andrew.Harvey@econ.cam.ac.uk)

Giovanni Urga (CO-CHAIR)
(g.urga@city.ac.uk)

The OxMetrics™ software provides an integral solution for the econometric analysis of time series, forecasting, financial econometric modelling and for the statistical analysis of cross-section and panel data within an user friendly GUI interface and extensive graphical reporting. OxMetrics is a modular software system and most of your modelling and forecasting can be done within the friendly and easy-to-use modules (PcGive™, STAMP™, G@RCH™, TSP/GiveWin). OxMetrics also provides a powerful module - an object-oriented programming language, Ox Professional™, to allow power users to implement latest theoretical developments and/or integrated packages. The SsfPack™ 3 - for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form-suite of routines is now available (Ox Professional is required to run SsfPack)