Call for papers

  • CEA Centre for Econometric Analysis
  • Cass Business School, City University of London logo
  • Timberlake, statistics, econometrics, forecasting

20th OxMetrics User Conference

10-11 September 2018
Centre for Econometric Analysis, Cass Business School
106 Bunhill Row, London, EC1Y 8TZ (UK)

Organiser: Giovanni Urga

Notice of meeting and call for papers

This is the first announcement and call for papers for the 20th OxMetrics User Conference, to be held at the Centre for Econometric Analysis of Cass Business School on Monday and Tuesday, 10-11th September 2018.

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, Andrew Harvey, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent) to be present. Professor Robin L. Lumsdaine (American University, NBER, and US Treasury, USA, and Erasmus University Rotterdam, Tinbergen Institute, The Netherlands) will deliver the “Ana Timberlake Memorial Lecture”. The conference is open to all those interested, not just to OxMetrics™ users, from academic and non-academic organisations. Click here to view the program from the previous OxMetrics Users Conferences.

Submission

Please submit via e-mail to oxmetrics20@city.ac.uk (Subject: 20th OxMetrics User Conference) the full paper on or before the 11th June 2018. Decision on submissions will be notified on the 2nd July 2018. The preliminary conference program will be released on the 7th July 2018, while the final programme will be available on the 3rd August 2018.

Registration, accommodation, conference fee

The logistics of the conference are organised by Timberlake Consultants the publishers of OxMetrics™. Please register online here. 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 10th September. Conference fee is £110 (PLUS 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 attend the dinner for a supplementary charge of £35. Information on local accommodation will be available on the conference website shortly.

PhD SPEED presentations session: £250 + OxMetrics 8 Enterprise prize

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 the Centre for Econometric Analysis, and a full copy of OxMetrics 8 Enterprise, made available by Timberlake Consultants UK.

Local Organizing Committee

Programme Committee

OxMetrics™ is a modular software system that provides an integrated solution for the econometric analysis of time series, forecasting, and financial econometric modeling, and for the statistical analysis of cross-section and panel data. The OxMetrics modules are PcGive™, STAMP™, SsfPack™, G@RCH™, and CATS™. 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.

Contact Timberlake Consultants UK for further conference information.

Timberlake Consultants
+44 (0) 20 8697 3377
+44 (0) 20 8697 3388
info@timberlake.co.uk
www.timberlake.co.uk