Courses

Forecasting in a time-series framework arises numerous issues, such as the choice of the model, the variables to be used, and the appropriate testing strategy. Recently, the collection and the availability of high-dimensional data has been posing new challenges to applied economists that classic regression approaches cannot address.

This course is designed to cover the basic topics in macroeconomic forecasting as well as advanced topics in Machine Learning for time-series analysis.

Our web-based Panel Data Econometrics with EViews course provides a complete introduction to Panel Data econometrics. All the traditional static and dynamic econometric techniques are discussed (fixed effect, random effect, GMM, GLS) together with some more advanced topics, such as serial correlation, stationarity and cointegration. The focus of the course is applied and all the topics are demonstrated in EViews using micro and macro panel data sets.

The course targets researchers, practitioners and policy makers who are interested in gaining an in-depth knowledge of Panel Data techniques and learning how to use them in their current or future assignments.

OxMetrics 8 is a family of software packages providing an integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling, and statistical analysis of cross-section and panel data. OxMetrics8 consists of a front-end program called OxMetrics, and individual application modules such as Ox, CATS, PcGive, STAMP and G@RCH.

Our web-based 'Introduction to Panel Data Analysis with Stata' course provides an overview of the most-used panel data techniques and is ideal for the beginner/intermediate-level user who wants to learn how to implement panel data estimation with Stata commands.

The first of 3 modules on the Nvivo software, this session addresses basics such as creating projects, importing data, creating memos and coding.

Please note that this training will be hosted on Windows OS. If you wish to request a Mac OS demonstration, please contact us.

This session runs from 12:00-15.00 GMT.

This comprehensive webinar is hosted through Zoom and runs over a total of 9 hours, with 4 hours each day (2 in the morning and 2 in the afternoon) with an extra Q&A session on the second day.

Each session briefly introduces the different methodologies, discussing strengths and weaknesses with a focus on the interpretation of the results. Hands-on sessions with many practical examples and exercises to discuss the different methodologies on panel data analysis.

This comprehensive webinar is hosted through Zoom and runs over a total of 9 hours, with 4 hours each day (2 in the morning and 2 in the afternoon) with an extra Q&A session on the second day.

This course is for professionals and researchers from all academic disciplines who are new to Stata, assuming only limited statistical knowledge and experience of using statistical software.

This course is co-developed with Lancaster University.

At times of great uncertainty for financial markets, this course provides participants with an understanding of the time series methods involved in modelling and forecasting financial markets volatilities. Participants will learn how to build, estimate and assess alternative models of volatility of financial time series. Each concepts will be explained from an econometric perspective and by means of many examples and applications in Eviews or Oxmetrics

This comprehensive webinar is hosted through Zoom and runs over a total of 9 hours, with 4 hours each day (2 in the morning and 2 in the afternoon) with an extra Q&A session on the second day.

The course is designed to provide both the tools to undertake projects using machine learning (ml) but critically ensure that participants understand and can explain how the methods work. This is imperative since without this understanding it will not be able to communicate how these methods work.

Our web-based Time Series Analysis and Forecasting with EViews course provides a complete introduction to time series modelling and forecasting with EViews. It provides a good and practical understanding of a wide range of time series models used in various fields, including macroeconomics and financial applications with a strong background in forecasting.

This course is an essential step for any more advanced courses in forecasting such as the Midas Touch or Regime Switching models in EViews.

This comprehensive webinar is hosted through Zoom and runs over a total of 9 hours, with 4 hours each day (2 in the morning and 2 in the afternoon) with an extra Q&A session on the second day.

This course provides participants with the essential tools, both theoretical and applied, for a proper use of instrumental variables (IV) and structural equation models (SEM) for statistical causal modelling using Stata. After attending the course, the participant will be able to master causal designs by identifying, estimating and testing both direct and indirect causal effects in the presence of unobservable endogeneity, selection bias, and measurement error.

The second of 3 modules on the Nvivo software. This session includes a Q&A from the previous session, and covers aspects such as capturing characteristics, working with surveys and social media and exploring your data through queries

Please note that this training will be hosted on Windows OS. If you wish to request a Mac OS demonstration, please contact us.

This session runs from 12:00-15.00 GMT.