OxMetrics Teaching

I teach a number of software courses, one strand of which is courses in OxMetrics, a software package produced by David F. Hendry and Jurgen Doornik and distributed by Timberlake Consultants.

On this page I'm collecting a number of resources I've made available over the years for the purpose of teaching OxMetrics for different courses.


From these courses, I've collected together a set of notes introducing the reader to OxMetrics. The notes treat the reader as a non-expert in econometrics, and hopefully are accessible to those who haven't had anything beyond High School statistics. It starts with cross-section regression, and goes into time series, and ends thinking about issues of model selection and outlier detection. The most up to date version of the textbook can be found here. Please point out to me typos so that I can correct them.

Birmingham: PhD and Dissertation Writing Courses in OxMetrics

In Birmingham I offer courses in Stata, OxMetrics and LaTeX to students on both our MSc and PhD programmes who wish to learn these packages. The slides for the OxMetrics session are here.

Akita: Introduction to Econometrics Using OxMetrics (a.k.a. Time Series Econometrics, ECN388W)

In Akita, Japan, I teach a course at Akita International University on behalf of Timberlake Japan in time series econometrics, introducing students to OxMetrics along the way. The course takes place intensively over a 2.5 week period in January each year, and the most recent incarnation of the course's notes can be found below.

Additionally, audio recordings are provided from my 2013 classes, with a warning - they are unedited, and as the sessions are quite interactive, may well be hard to follow.

Lecture 1 Audio (2013)

Lecture 2 Audio (2013)

Lecture 3 Audio (2013)

Lecture 4 Audio (2013)

Lecture 5 Audio (2013)

Lecture 6 Audio (2013)

Lecture 7 Audio (2013)

Lecture 8 Audio (2013)

Lecture 9 Audio (2013)

Lecture 10

Lecture 11

Lecture 12

Lecture 13

Example template for project

Akita: Introduction to Economic Data Handling (GBP310W)

Session 1 Audio (2013)

Session 2-3 Audio (session 2) (2013), Audio (session 3) (2013) Materials (files created etc) from session 2 (2013) Materials (files created etc) from session 3 (2013)

Session 4 Audio (2013) Materials (files created etc) from class (2013)

Session 5 Audio (2013) Materials (files created etc) from class (2013)

Guidance notes for project