Timberlake Consultants, the official distributor of OxMetrics would like to invite you to attend the following 3-Day course to be held in London.
The sessions will take place at the Cass Business School, 106 Bunhill Row, London EC1Y 8TZ and will be delivered by Dr Jennifer Castle (Oxford university) on the 26 - 28 April 2011.
Please see this link for the course agenda http://www.timberlake.co.uk/Training/index.php?id=147&cid=45
This course concerns the econometric modelling and forecasting of integrated economic processes. The course will examine the theory of reduction, which provides the basis upon which model selection and evaluation is conducted. Computer automation of selection algorithms has revealed high success rates, and allows operational studies of alternative strategies.
Developments to Autometrics, embodied in PcGive, are explained. The performance of Autometrics will be considered across different states of nature, examining the extent to which model selection is non-distortionary at relevant sample sizes. Collinear data problems; impulse-indicator saturation methods and their generalization to more candidate variables than observations; and tests for, and modelling of, non-linearity and invariance will all be described
Topics Include:
Model formulation and evaluation
Monte Carlo analysis
Theory and practice of model selection and reduction
Multivariate modelling and forecasting Autometrics (automatic model selection algorithm)
Potential problems with forecasting, forecast failure and robust forecasting
Discounts are available for early and multiple registrations. A student discount is also availalbe. Please see our web for details. Please contact us for more information.
An additional 10% discount is available for delegates with current OxMetrics Enterprise Maintenance. The cost includes course materials, lunch, refreshments and the use of computers.
PcGive version 13.0 of OxMetrics 6.1 will be used during the practical sessions. We also encourage you to bring in your own data to the sessions.
To register, please contact Ashley Dyer at [log in to unmask] or by calling 020 8697 3377.
We look forward to hearing from you.
Timberlake Consultants Ltd Unit B3 Broomsliegh Business park Worsley Bridge Rd London SE26 5BN
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