|
|||||||||||||||
|
Time Series Modelling with STAMP
Date TBA Subotnik Financial Services Centre, Zicklin School of Business, Baruch College/CUNY Contents Course description Timberlake Consultants Ltd, the distributor and publisher of several of the OxMetrics software packages, would like to invite you to attend a one-day course, in Central London. This one-day course will discuss the ideas behind Structural Time Series Modelling and show how the methodology can be implemented using the STAMP package. The course - Several major advances in time series, forecasting and software engineering have occurred in the past few years. These advances provide a major breakthrough in the modelling of time series using easy-to-use object-oriented Windows based software. The course aims to provide participants with background on Structural Time Series Models and the Kalman filter and demonstrate, using real-life business and industrial data, how to interpret and report the results using the STAMP software package. You do not need to be a STAMP user. Developers of other software packages, e.g. EViews, ForecastPro, have followed his work extensively when implementing this type of models. Participants are invited to bring their own data. Who should attend? Structural time series models find application in many subjects, including, economics, finance, sociology, management science, biology, geography, meteorology and engineering. The course is, therefore, suitable for anyone who works with time series data in government or industry or teaches this topic at Universities. A basic knowledge of time series analysis is assumed. Familiarity with the software is not required but advisable. If you want to get some familiarity with the software prior to the course, please request a demo copy. The Principal Lecturer - Professor Andrew C. Harvey is professor of Econometrics at the University of Cambridge, having previously been Professor at the LSE. He is widely published and is author of well-known textbooks ‘Time Series Models’ and ‘Econometric Analysis of Time Series’. He has also published a monograph on structural time series models entitled ‘Forecasting, Structural Time Series Models and the Kalman filter’. He is associate editor of the J Economic Dynamics and Control and J Time Series Analysis. Cost - The course fees are
The cost includes course materials, lunch, refreshments and the use of computers. The number of delegates is restricted. Please register early to guarantee your place. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department. 9.00 Coffee and Registration 17.30 Close Registration closes 5 calendar days prior to the start of the course. Cancellations:
|
|||||||||||||||
