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9th OxMetrics User Conference, London, UK, September 16-17, 2010
Programme available.
Registration form at
www.timberlake.co.uk
Course: Econometric Modeling & Forecasting:
Training Programme for Central Banks and Ministries of Finance by Sir David Hendry,
Oxford, UK, September 13-15, 2010
Register via
Request Course Enrollment form at Timberlake Consultants, UK.
Course: Time series: Analysis, Modelling and Forecasting by Prof. Andrew Harvey,
Madrid, Spain, September 16-17, 2010
Register via
Request Course Enrollment form at Timberlake Consultants, UK.
Course: An Introduction to Modelling and Forecasting with OxMetrics by Jennifer Castle,
London, UK, July 5-7, 2010
Register via
Request Course Enrollment form at Timberlake Consultants, UK.
Course: Econometric Modelling with PcGive and Autometrics by Fred Joutz,
Washington DC, USA, May 20-21, 2010
Register via
Request Course Enrollment form at Timberlake Consultants, UK.
Course:
An Introduction to Modelling and Forecasting with OxMetrics by Jennifer Castle,
London, UK, April 12-14, 2010
Register via
Course Enrollment form at Timberlake Consultants, UK.
New Institute for Economic Modelling of James Martin 21st Century School led by Sir David Hendry
OxMetrics Newsletter 10, March 2010
In .pdf format . Articles on new features in OxMetrics 6.1, G@RCH 6.1 and STAMP 8.3.
U.S. OxMetrics Users' Conference, Washington DC, USA, March 18-19, 2010
Program available. Keynote speakers: David F. Hendry, Jurgen A. Doornik, Siem Jan Koopman, Sébastien Laurent, Neil Ericsson, Frederick L. Joutz.
Registration at at Timberlake Consultants
October 2009
Weekly Regional U.S. Flu Forecasts using OxMetrics Autometrics for Google Search Data Fall-Winter 2009-2010
8th OxMetrics User Conference, London, UK, September 14-15, 2009
Programme available.
Registration at at Timberlake Consultants, UK.
OxMetrics 6 (also for Mac OS X and Linux), Ox Professional 6, PcGive 13, STAMP 8.2 and G@RCH 6 shipping.
OxMetrics Newsletter 9, August 2009
In .pdf format (5MB). Articles on new modules in OxMetrics 6
Timberlake exhibits at EEA/ESEM, August 23-25, 2009, Barcelona (Bellaterra campus), Spain.
European Economic Association Annual Meeting (EEA) and
Econometric Society European Meeting (ESEM)
TSP/OxMetrics 5.1 available as a replacement for TSP/GiveWin.
Summerschool in Econometrics on The Cointegrated VAR Model Econometric Methodology and Macroeconomic Applications,
Copenhagen, August 3- 21, 2009
Using PcGive.
Lecturers: Søren Johansen, Katarina Juselius, Anders Rahbek, Heino Bohn Nielsen. Few places left (June 15 2009)
State Space Time Series Analysis in Practice - Course using OxMetrics, STAMP and SsfPack
, Washington DC, USA, August 4, 2009
Lecturer: Siem Jan Koopman.
Software: STAMP and SsfPack.
Deadline for application: asap. Organized by American Statistical Association at Joint Statistical Meetings.
Summerschool
Time Series Modelling and Analysis, London, U.K., July 1-3, 2009
Lecturer: Andrew C Harvey. Software: STAMP.
June 2009
Knighthood for David Hendry, fouding father of PcGive, on the Queen's Birthday Honours List 2009
The Methodology and Practice of Econometrics (2009), Festschrift in Honour of David F. Hendry, edited
by Jennifer Castle and Neil Shephard Oxford University Press
1: Søren Johansen and Bent Nielsen: An analysis of the indicator saturation estimator as a robust regression estimator
2: Kevin D. Hoover, lva Demiralp, and Stephen J. Perez: Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
3: Halbert White and Pauline Kennedy: Retrospective Estimation of Causal Effects Through Time
4: Jurgen A. Doornik: Autometrics
5: Robert F. Engle: High Dimenson Dynamic Correlations
6: Pravin K. Trivedi and David M. Zimmer: Pitfalls in Modeling Dependence Structures: Explorations with Copulas
7: James H. Stock and Mark W. Watson: Forecasting in Dynamic Factor Models Subject to Structural Instability
8: Michael P. Clements: Internal consistency of survey respondents forecasts: Evidence based on the Survey of Professional Forecasters
9: Anindya Banerjee and Massimiliano Marcellino: Factor-augmented Error Correction Models
10: Clive W. J. Granger: In Praise Of Pragmatic In Econometrics
11: Karim M. Abadir and Paolo Paruolo: On Efficient Simulations In Dynamic Models
12: Juan J. Dolado, Jesus Gonzalo, and Laura Mayoral: Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results
13: James Davidson: When is a Time Series I(0)?
14: David F. Hendry, Maozu Lu, and Grayham E. Mizon: Model Identification and Non-unique Structure
15: Andreas Beyer and Katarina Juselius: Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area
16: Gunnar Bårdsen and Ragnar Nymoen: U.S. natural rate dynamics reconsidered
17: Neil R. Ericsson and Steven B. Kamin: Constructive Data Mining: Modeling Argentine Broad Money Demand
OxMetrics distributor for China
Turntech. sciencesoftware.com
Course: Modelling volatility from high frequency
data using STAMP and SsfPack São Paulo, Brazil, April 13, 2009
Lecturer: Siem Jan Koopman.
Software: STAMP and SsfPack.
International Conference on Econometrics and the World Economy and OxMetrics User Conference, Fukuoka, Japan, March 23-24, 2009
Program available.
Keynote speakers: Shaohua Chen, Jurgen Doornik,
David F. Hendry,
Charles Y Horioka,
Shi Li.
Brazil office moved (timberlake.com.br)
The presence of OxMetrics and TSP at the 2009 AEA/ASSA meetings in San Francisco gave the opportunity to finalize the interaction between TSP 5 and OxMetrics 5. Therefore, TSP/OxMetrics will become available soon as a replacement for TSP/GiveWin.
OxMetrics Newsletter 8, September 2008
In .pdf format (5MB). Articles on new modules in OxMetrics 5.1
SsfPack 3.0, for Introductory and Advanced State Space Modelling, Extended Version, shipping.
6th OxMetrics User Conference, London, UK, September 17-18, 2008
Programme available.
Register via Registration form at Timberlake Consultants, UK.
2 day course Measuring and Forecasting Volatility with OxMetrics™, London, UK , September 19-20, 2008
Register via Oxmetrics Course Enrollment form at Timberlake Consultants, UK.
2 day Advanced course Macroeconometric Modelling with PcGive™ , London, UK , September 19-20, 2008
Register via Oxmetrics Course Enrollment form at Timberlake Consultants, UK.
4 day course on Advanced Time Series Techniques using OxMetrics™, London, UK , September 22-25, 2008
Register via Oxmetrics Course Enrollment form at Timberlake Consultants, UK.
2 day Intensive course on Econometric Modelling with PcGive™ and Autometrics™ , London, UK , September 29-30, 2008
Register via Oxmetrics Course Enrollment form at Timberlake Consultants, UK.
July 2008
March 2008
Econometric Programming with Ox Courses by Jurgen Doornik, London, UK, March 17-18, and March 19-20, 2008
Two day course Introduction to Ox Programming, March 17-18, 2008
Two day course Intermediate-Level Programming in , March 17-18, 2008
Register via
Course Enrollment form at Timberlake Consultants, UK.
5 day Economics Training Programme for Central Banks and Ministries of Finance by David Hendry, Oxford, UK, March 26-29, 2008
Register via Course Enrollment form at Timberlake Consultants, UK.
February 2008
TSP newsletter February 2008 announcing TSP for OxMetrics 5
9 new OxMetrics 5 Books (2007): OxMetrics 5, Introduction to Ox 5, Ox 5, PcGive 12: vol 1-4, STAMP 8, G@RCH 5.
OxMetrics 5, PcGive 12, STAMP 8, G@RCH 5 shipping
Read Oxmetrics Newsletter, Issue 7 (2007) in .pdf (1.68 Mb)
for applications of the new PcGive 12 (with Autometrics model selection and automatic batch code generation for Ox Professional 5),
new Ox Professional 5 (multithreading and 64bit Windows version)
new STAMP 8 (multivariate time varying parameter models, missing observations and
automatic outlier detection) and new G@RCH 5 (multivariate GARCH models)
Price lists and Order Information OxMetrics 5 at Timberlake
Student Prices OxMetrics 5 Software
Oxmetrics Students page at Timberlake
2001 - 2007 Older news is still available on OxMetrics Old News page.