The Dynamic Econometrics 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 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...

This course provides a review and practical guide to a number of microeconometric models and estimators. We focus on panel and count data models and also examine a broad class of models of discrete choice behaviour. The course emphasise two estimators, the instrumental variable estimator, and...

Topics: - Volatility and forecasting I: Univariate GARCH, theory and applications - Volatility and forecasting II: Multivariate GARCH , theory and applications - Measuring contagion among stock markets. - Panel factor models in finance - The impact of macro-announcements on the term structure,...

Presentation topics might include: - discussion of user-written Stata programs, - case studies of research or teaching using Stata, - discussions of data management problems, - reviews of analytical issues, and - surveys or critiques of Stata facilities in specific fields

The course concerns the theory and practice of econometric modelling and forecasting in a non-stationary and evolving world, when the model differs from the economic mechanism. The course has been designed for economic researchers in Central Banks and Ministries of Finance. [gemäß den...