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August 2009
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.
2 day course Measuring and Forecasting Volatility with OxMetrics™ , London, UK , September 19-20, 2008
2 day Advanced course Macroeconometric Modelling with PcGive™ , London, UK , September 19-20, 2008
4 day course on Advanced Time Series Techniques using OxMetrics™ , London, UK , September 22-25, 2008
2 day Intensive course on Econometric Modelling with PcGive™ and Autometrics™ , London, UK , September 29-30, 2008
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
5 day Economics Training Programme for Central Banks and Ministries of Finance by David Hendry, Oxford, UK, March 26-29, 2008
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)
5th OxMetrics User Conference, London, UK, September 20-21, 2007
Programme available.
Five OxMetrics™ courses and User Conference , London, UK , September 17-28, 2007
3 day course Forecasting and Analysing Time Series using Kalman filter methods within OxMetrics™ , London, UK , September 25-28, 2007
2 day course Econometric Modelling using PcGive™ and an Introduction to Forecasting and Analysing Time Series using Kalman filter methods using STAMP , London, UK , September 25-27, 2007
1 day course Econometric Modeling with PcGive , London, UK , September 24, 2007
2 day course Ox Programming , London, UK , September 18-19, 2007
Oxmetrics Newsletter, Issue 7 (2007) in .pdf
Applications of the new OxMetrics 5 and new STAMP 8 in
Oxmetrics Newsletters at Timberlake
July 2007
5 day Economics Training Programme for Central Banks and Ministries of Finance by David Hendry, Oxford, UK, July 11-14, 2007
June 2007
OxMetrics 4 Demo version (with PcGive and STAMP) available for Download.
Replicate empirical examples in Hendry and Nielsen (2007),
Econometric Modeling: A Likelihood Approach, Princeton University Press.
Timberlake Poland moves to Warsaw
Five Courses and free seminar OxMetrics in Washington , Washington DC, USA, April 2-11, 2007
Free Seminar Introduction to OxMetrics 4, the new Generation, Washington DC, April 6, 2007
1 day course Econometric Modeling with PcGive, Washington DC, April 2, 2007
2 day course Econometric Modeling with PcGive and
Introduction to Forecasting and Analysing Time Series using Kalman filter methods within OxMetrics,
Washington DC, April 2-3, 2007
3 day course Forecasting and Analysing Time Series using Kalman filter methods within OxMetrics,
Washington DC, April 3-5, 2007
2 day course Ox Programming, Washington DC, April 4-5, 2007
3 day course Modeling and Forecasting Volatility with GARCH models - from Theory to Practice ,
Washington DC, April 9-11, 2007
March 2007
OxMetrics Enterprise 4.1 upgrade available
OxMetrics 4.1 upgrade available
Ox Professional 4.1 upgrade available
Creactive snc becomes ADALTA
Change of name of Italian OxMetrics distributor
February 2007
Free OxMetrics Seminar ,
Amsterdam, February 16, 2007
Major update www.garch.org with news on G@RCH 4.2.
Major update stamp-software.com with news on STAMP 7.
Financial Econometrics and and Forecasting using OxMetrics, London, UK, September 18-20,
2006
4th OxMetrics User Conference, London, UK, September 14-15, 2006
Student Prices OxMetrics Software
Oxmetrics Newsletter, Issue 6 (2006) in .pdf (.830 K)
Program available.
Oxmetrics Students page at Timberlake
Applications of the new OxMetrics 4 and new STAMP 7
Oxmetrics Newsletters at Timberlake
Summerschool in Econometrics on The Cointegrated VAR Model Econometric Methodology and Macroeconomic Applications,
Copenhagen, July 31- August 20, 2006
Using PcGive.
Lecturers: Søren Johansen, Katarina Juselius, Anders Rahbek, Heino Bohn Nielsen.
Ten new OxMetrics Books in 2006
One new OxMetrics book, two new Ox books, five new PcGive books,
one new STAMP book and one new G@RCH book.
Introduction to OxMetrics 4, Free Seminars, Tokyo, Japan June 29, 2006
Presentations by Siem Jan Koopman and Jurgen Doornik:
PcGive Book in Japanese
See bookshop
New software OxMetrics Enterprise Edition 4.0
Updated PcGive 11 in OxMetrics 4 (contains PcNaive)
New software OxMetrics Desktop 4 replaces GiveWin
Invited PcGets session at Royal Economic Society Conference, Nottingham, UK, April 18,
2006
Programming with Ox
London, U.K., March 30-31, 2006
Advanced Course by Jurgen Doornik.
Unobserved Components Time Series Analysis using OxMetrics™: STAMP and X12ARIMA
London, U.K., March 28-30, 2006
Course by Siem Jan Koopman.
Introduction to OxMetrics 4, FREE SEMINAR, London, UK, March 27,
2006
AEA/ASSA Meetings , Boston, MA, USA January 6-8,
2006
Timberlake and TSP international will exhibit Oxmetrics products at the
Annual Meeting of the Allied Social Science Associations
December 2005
Financial and Econometric Modelling Using PcGive and PcGets, London, UK, December 14-16,
2005
Financial and Econometric Modelling Using PcGive and PcGets, Milan, Italy, October 12-14,
2005
In Italian.
Announcing OxMetrics 4 to be released in Quarter 1, 2006, OxMetrics Newsletter 5
In .pdf format
3rd OxMetrics User Conference, London, U.K., August 17-18, 2005.
Further info at
Final Programme available
Summerschool in Econometrics on The Cointegrated VAR Model Econometric Methodology and Macroeconomic Applications,
Copenhagen, August 1-21, 2005
Fully booked. Using PcGive.
Lecturers: Søren Johansen, Katarina Juselius, Anders Rahbek, Heino Bohn Nielsen.
Financial and Econometric Modelling Using PcGive and PcGets , Milan, Italy, July 11-14,
2005
In Italian.
3rd OxMetrics User Conference, London, U.K., August 17-18, 2005.
Further info at
Timberlake consultants
including an online
Final Programme available
Summerschool in Econometrics on The Cointegrated VAR Model Econometric Methodology and Macroeconomic Applications,
< Copenhagen, August 1-21, 2005
Fully booked. Using PcGive.
Lecturers: Søren Johansen, Katarina Juselius, Anders Rahbek, Heino Bohn Nielsen.
Financial and Econometric Modelling Using PcGive and PcGets, Milan, Italy, July 11-14,
2005
In Italian.
Panel on Forecasting Software at International Symposium on Forecasting (ISF), June 12-15, 2005, San Antonio, Texas. At the ISF 2005 there will be a panel talking about the innovations in forecasting software. Members of the panel will be Tom Willemain (Smart Software), Charlie Chase (SAS), Ana Timberlake (Timberlake) and Eric Stellwagen (Forecast Pro)
TSP 5.0 for Windows and Linux available
G@RCH 4.0 Professional Oxmetrics Application dedicated to the estimation and forecasting of wide range of univariate ARCH-type models.
The Properties of Automatic GETS Modelling, by David Hendry and Hans-Martin Krolzig (2005), Economic Journal, 115, C32-C61 Present and future of the econometrics behind PcGets.
Unobserved Components Time Series Analysis using STAMP 7 and X12ARIMA,
London, U.K., March 14-16, 2005,
Unobserved Components Time Series Analysis using STAMP 7 and X12ARIMA
Washington, D.C., USA, January 11-13, 2005,
Timberlake Consultancy USA
Introduction to the OxMetrics System , São Paulo, December 13, 2004
Site Brasileiro Timberlake Consultores
Introduction to Ox , São Paulo, December 14, 2004
Time Series Analysis with STAMP and SsfPack , São Paulo, December 14, 2004
Focus on STAMP and SsfPack
Ox 3.4, GiveWin 2.3, PcGive 10.4 available for download
Financial and Econometric Modelling Using PcGive and PcGets, London, September 21-24,
2004
3 Day course: Modelling and Forecasting Volatility - from Theory to Practice, London, September 15-17, 2004.
Special focus on G@rch 3
Request enrollment form at Timberlake consultants
Oxmetrics Newsletter, Issue 4
Oxmetrics Newsletters at Timberlake
2nd OxMetrics User Conference, London, August 26-27, 2004.
Programme available. Further info at
Timberlake consultants
including an online Registration form.
Deadline for registration: August 22, 2004.
2 day course Advanced Ox Programming, London, August 24-25, 2004.
Summerschool in Econometrics on The Cointegrated VAR Model Econometric Methodology and Macroeconomic Applications,
Copenhagen, August 2-22, 2004
Using PcGive. First deadline for : April 30, 2004.
Lecturers: Søren Johansen, Katarina Juselius, Anders Rahbek, Heino Bohn Nielsen.
Financial and Econometric Modelling Using PcGive and PcGets, Milan, Italy, July 6-9,
2004
In Italian.
Using PcGets in Financial Modelling, Sydney, Australia, July 3, 2004
One day course. Lecturer: Prof. David Hendry.
Time Series Modelling and Forecasting with STAMP, Sydney, Australia, July 3, 2004
One day course. Lecturer: Prof. Andrew Harvey.
Discrete Choice Modelling Package 1.0 by Melvin Weeks and Matias Eklöf
Free for download. Interactive version for Ox Professional.
Using OxMetrics in Econometric and Financial Modelling, Frankfurt, Germany, April 19, 2004.
Free seminar.
Site Timberlake-Consulting.de GmbH
1, 2, or 3 day Ox Programming for Econometrics and Finance, New York, USA, March 17-19, 2004.
2 days for Ox Professional programming.
1 day for PcGive and
PcGets. Registration closes
5 calendar days prior to the start of the course.
December 2003
Financial and Econometric Modelling Using PcGive and PcGets, London, December 8-12, 2003
<
Discrete Choice Modelling Course using Ox, London, December 15-17, 2003
By Melvyn Weeks and
Mathias Eklöf
November 2003
Time Series Modelling with STAMP, London, November 10, 2003
October 2003
New Ox package M@ximize 1.0 to run Gauss™ programs.
New Ox package DCM beta for advanced Discrete Choice Modelling.
September 2003
Oxmetrics Newsletter, Issue 3
Free Seminar on Applications of State Space Models using STAMP and Ox/SsfPack, Warsaw, September 12, 2003
For details contact: Timberlake Consultants Polska
1st OxMetrics User Conference, London, September 1-2, 2003
Program available.
Timberlake Oxmetrics distribution agency in Poland: Timberlake Consultants Polska
2-day Course Panel data Analysis using Ox and PcGive, New York, April 2003. Date TBA. Announced earlier for March 14-15.
Free Seminar, Econometrics, Mathematics and Financial Modelling using OxMetrics, Napoli, Italy, April 4, 2003, in English at Timberlake
Econometria e Modellazione Finanziaria
con OxMetrics Software Seminario Venerdì 4 Aprile 2003 - Ore 14,00, Napoli in Italian, at Creactive.net
Ox 3.3, PcGive 10.2, GiveWin 2.2 available for download
Course: Modelling with PcGets, London, March 28-29, 2003
January 2003
Course: Applications in Financial Econometrics Using OxMetrics, London, January 31, 2003
Introductory OxMetrics course , at CORE, Louvain-la-Neuve, Belgium, January 21-23, 2003
Course: Financial Modelling and Forecasting Using EViews and PcGets, Milano, January 13-17, 2003
Course: Time Series Modeling with STAMP and SsfPack, Washington DC, January 7-8, 2003
Free Oxmetrics Seminar Washington DC, 6 January 2003
Oxmetrics will be present at the AEA Annual Meeting Washington DC, January 3-5, 2003,
exhibited by Timberlake Consultants
Free Seminar-Using OxMetrics in Econometric and Financial Modelling, Paris,
December 2002
Financial Modelling and Forecasting Using EViews and PcGets
Milan, 16-20 December 2002
November 2002
2 day PcGets training, London 14-15 November 2002
October 2002
Financial Analysis using Oxmetrics, London, October 15, 2002
September 2002
5 day PcGive training
New York 9-13 September 2002
Free business forecasting seminar on STAMP and PcGets London 16 September 2002
August 2002
Oxmetrics Newsletter, Issue 2
Program upgrade Ox 3.2 available for downloading
Timberlake at European Economic Association (EEA) and
European Meeting Econometric Society Venice
oxmetrics.net back in shape for US visitors
July 2002
New address Timberlake USA , July 2002
Financial Analysis using Oxmetrics, Chicago, July 27-28, 2002
Panel Data using Ox and PcGive, Royal Statistical Society, London, July 10-12, 2002
5 day PcGive training, London July 15-19, 2002
June 2002
Free Seminar - Introduction to the OxMetrics software packages, Houston, Texas, June 21
April 2002
2 day PcGets training, London 29-30 April 2002
5 day PcGive training, Milan, 8-12 April 2002
3 day training Oxmetrics Panel Data Modelling,
London, 8-10 April 2002
March 2002
Program upgrades (GiveWin 2.1, PcGive 10.1, Ox 3.1) are available for downloading
February 2002
Free Oxmetrics Lecture Series Tokyo, 4 February 2002, University of Tsukuba, Tokyo Campus
Speakers: Dr. Jurgen Doornik and Prof. Siem Jan Koopman.
January 2002
TSP/GiveWin runs under Windows XP. TLG and DOS/Win TSP don't
www.oxmetrics.co.uk mirrored Oxmetrics.net for UK visitors
Free Oxmetrics Seminars January 2002 USA
, Chicago (01/08/02), New York (01/11/02) ,
Venue information available. Extended registration.
Oxmetrics presentation 5 January 2002, AEA meeting, Atlanta
November 2001
Ox packages SsfPack and MSVAR programs and websites updated
October 2001
Carol Alexander (2001) , Market Models, A Guide to Financial Data Analysis, Wiley, ISBN 0-471-89975-5, Accompanying CD-ROM contains demo version of PcGive.