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17th OxMetrics User Conference

Start date

End date

March 17, 2016 March 18, 2016

Where

Washington, USA [Map it]

Details

The OxMetrics User Conference provides a forum for the presentation and exchange of research results and practical experience 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, poster sessions, an invited Ana Timberlake memorial lecture, and a panel discussion with the OxMetrics developers. We expect several 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, and not just to OxMetrics users.

Scientific Organisers

Programme Committee

Neil R. Ericsson, co-chair (Federal Reserve Board and GWU) Frederick L. Joutz, co-chair (GWU) Jennifer L. Castle (Magdalen College, University of Oxford) Jurgen A. Doornik (principal of OxMetrics Technologies) Andrew Harvey (developer of STAMP) 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) Local Organizing Committee Neil R. Ericsson Frederick L. Joutz Kyle Renner

Submissions

Please submit a paper (with abstract) in PDF format by email to Neil R. Ericsson ericsson@frb.gov and Frederick L. Joutz bmark@gwu.edu on or before Monday December 14, 2015. Decisions on submissions will be made by December 24, 2015. The conference program will be finalized in early 2016.

Registration, conference fee and accommodation

The logistics of the conference are organized by Timberlake Consultants, the publishers of OxMetrics software. Online registration will open in early 2016 (see the conference web site). A conference registration fee will be applicable to all non-presenting delegates and will include conference materials, refreshments, lunches, and the conference dinner on Thursday March 17, 2016. The registration fee is $140 (on or before February 22, 2016), $160 (after February 22, 2016), and $55 (full-time students). The conference fee is waived for presenters (only one fee waiver per presentation, regardless of the number of authors involved). The registration fee for students does not include the conference dinner, although students may attend the conference dinner for a supplementary charge. Information on local accommodation will be available on the conference website shortly.