21st Dynamic Econometrics Conference
George Washington University, March 14 & 15, 2019
Timberlake Consultants in collaboration with the Research Program in Forecasting Department of Economics at The George Washington University

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 conference program will feature contributed paper sessions, poster sessions, PhD SPEED presentations, and the invited Ana Timberlake memorial lecture. The conference will also feature a panel discussion with developers of the OxMetrics econometrics software, including Jurgen A. Doornik, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent. The conference (previously named the OxMetrics User Conference) is open to all those interested, and not just to OxMetrics users.

Submissions Please submit a full paper (with abstract) in PDF format by email to Neil R. Ericsson and Frederick L. Joutz by January 9, 2019. Decisions on submissions will be made by January 14, 2019. The conference program will be posted in early February 2019.
Pre-conference Short courses
On Monday-Wednesday March 11-13, 2019, immediately prior to the conference, the OxMetrics development team will offer short courses on Economic Forecasting, Econometric Modeling, and State Space Methods and Applications.
  • Modelling and Forecasting Spring School 2019 2.5-Day Course. The course will be delivered by Sir David F. Hendry, Jurgen A. Doornik, Jennifer Castle (all University of Oxford, UK) and J. James Reade (University of Reading, UK).
  • View the agenda and register your place for the State Space Methods and Applications 3 x Half Day Course here. The course will be delivered by Siem Jan Koopman (VU University Amsterdam).
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