Modelling Financial and Economic Data

1-2 May 2003

Governors State University - GSU Library, Smart Classroom #1-University Park, IL -CHICAGO

Contents

Course Description
Course Programme
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About OxMetrics

Course Cost

Commercial/Governement
 1st Participant $1500
2nd+ Participants $1000
Academic 1st Participant $1000
2nd+ Participants $1000

The cost includes course materials, luncheon and 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.

Agenda

Day 1

8:30-9:00 am Registration

9:00-12:00 Introduction to OxMetrics:

1-GiveWin: Front-end product for data manipulation and visualization of data. 2-PcGive I, II & III:

12:00-1:00 pm Lunch

1:00-2:30 pm Introduction to OxMetrics:
1-Stamp: Modelling time series data using Unobserved Components
2-PcGets:General to Specific Modelling Techniques in a programmed setting
3-PcNaive: Simulating artificial data for the range of estimators, tests, and modelling methods provide by PcGive.

2:30-2:45 pm Tea Break

2:45-4:30 pm Hands On Application with GiveWin and PcGive:

Examples of major routines for data handling:
1. Time Series, Cross Section, and Panel Data.
2. Data handling, manipulation, transformation, and data set development.
3. Graphics and Table Development
4. Modelling in Pc Give

Day 2

8:30-9:00 am Continental Breakfast

9:00-12:00 Empirical Modelling Techniques:
1. Time Series Modelling
2. Unit Roots and Cointegration
3. Model Estimation Statistics
4. Model Evaluation statistics

12:00-1:00 pm Lunch

1:00-2:30 Hand On Applications:
1. Distributive Lag Models
2. Dynamic Models
3. Modelling in Stamp

2:30-2:45 Tea Break

2:45-4:30 Hands On Applications:
1. General to Specific Modelling
2. Monte Carlo Methods

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Terms and Conditions

Registration closes 5 calendar days prior to the start of the course.

Cancellations:

  • full fee returned for cancellations made over 28 calendar days prior to start of the course
  • half-fee returned for cancellations made 14 calendar days prior to he start of the course
  • no fee returned for cancellations made less than 14 calendar days prior to the start of the course.

    Payment of course fees required prior to the course start date