15 Oxmetrics User Conference 4-5 September 2014 Centre for Econometric Analysis, Cass Business School 106 Bunhill Row, London, EC1Y 8TZ (U.K.)

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th 15 OxMetrics User Conference 4-5 September 2014 Centre for Econometric Analysis, Cass Business School 106 Bunhill Row, London, EC1Y 8TZ (U.K.)

NOTICE OF MEETING AND CALL FOR PAPERS

This is the first announcement and call for papers for the 15th OxMetrics User Conference, to be held at Cass Business School on Thursday and Friday, 4-5 September 2014. The conference web site is located at http://www.cass.city.ac.uk/news-and-events/conferences/15th-oxmetrics-user- conference.

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 several OxMetrics’ developers (Jurgen A. Doornik, Andrew Harvey, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent) to be present. Professor Sir David Cox (Oxford University) 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 User Conference.

Submission Please submit a full paper in PDF format by e-mail to [email protected] on or before 20th June 2014 (Extended from 31st May), Subject: 15th OxMetrics User Conference. Decision on submissions will be made by June 30th 2014. The conference program will be realized by the 15th July 2014. The conference program will be released by 31st July 2014.

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 Thursday 4th September. Conference fee is £85.00 (on or before 30th July 2014), £100.00 (after 30th July 2014). 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). The student registration fee does not include the conference dinner, although students may attend the dinner for a supplementary charge (£40). Information on local accommodation will be available on the conference website shortly.

PhD SPEED presentations session: £500 + OxMetrics 7 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 £500 prize, made available by the Centre for Econometric Analysis, and a full copy of OxMetrics 7 Enterprise, made available by Timberlake Consultants UK.

Local Organizing Committee Michele Bergamelli ([email protected], Cass Business School, UK) Jan Novotny ([email protected], Cass Business School, UK and CERGE-CI, Prague, CZ) Marilyn Parris-Bell ([email protected], Cass Business School, UK) Alexander Scott ([email protected], Cass Business School, UK) Giovanni Urga ([email protected], Cass Business School, UK)

Programme Committee Michele Bergamelli ([email protected], Cass Business School, UK) Jennifer Castle ([email protected] , Magdelen College, University of Oxford, UK) Jurgen A. Doornik ([email protected] , principal of OxMetrics Technologies) Neil R. Ericsson ([email protected], Federal Reserve Board, Washington D.C. and GWU) Andrew Harvey ([email protected], developer of STAMP) Niels Haldrup ([email protected], CREATES, Aarhus, Denmark) David F. Hendry ([email protected], developer of PcGive) Siem Jan Koopman ([email protected], developer of STAMP and SsfPack) Sébastien Laurent ([email protected], developer of G@RCH) Jan Novotny ([email protected], Cass Business School, UK and CERGE-CI, Prague, CZ) Giovanni Urga ([email protected], Cass Business School, City University, London, UK)

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 TSP/OxMetrics™. 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 [email protected] www.timberlake.co.uk