The 2019 EViews Forecasting Summer School, taking place at Cass Business School, London, UK comprises a series of five 1-day courses running consecutively between 22-26 July 2019.
This is a great opportunity for students, academics and professionals to expand their forecasting skills and learn how they can apply a range of techniques.
Our 2019 Econometrics Summer School, Cambridge will be held at Wolfson College, University of Cambridge. The School comprises 3x 2-day econometrics short courses delivered by leading Econometricians from the University of Cambridge: Prof. Andrew Harvey, Prof. Sean Holly and Dr. Melvyn Weeks.
The three courses comprising the School are - Microeconometrics / Time Series Analysis & Modelling / Macroeconomic Modelling & Forecasting.
Our web based ARCH & GARCH modelling with Stata course provides an introduction to Stata’s ARCH/GARCH Commands.
Our web based Regime Switching models with EViews course provides a complete introduction to modelling and forecasting Regime Switching models in EViews.
Our web based Regime Switching models with EViews course provides a complete introduction to modelling and forecasting Regime Switching models in EViews.
This course is aimed at economists and applied econometricians who work with time-series data and want to keep up-to-date with some major recent developments in applied econometric modelling for forecasting.
Our web based Regime Switching models with EViews course provides a complete introduction to modelling and forecasting Regime Switching models in EViews.
Stata programming is an opportunity for graduate students, academics, researchers and professionals to expand their knowledge of Stata. This 3-day course introduces programming skills to those who have never written a program in Stata
The course focuses on practical programming needs arising when dealing with large datasets, multiple data sources and the programming tools which may help in routinising complex tasks and automating pieces of your work.
The following topics will be described in the course: the ARCH model and some of its most important extensions like leverage effect, Generalized Autoregressive Scores, multivariate GARCH models, value-at-risk forecasting, back-testing, etc. Lectures will be illustrated by empirical forecasting exercises using OxMetrics and the XLModeller, a new add-in for Excel that allows to estimate sophisticated models in Excel.
Our web based MIDAS Models with EViews course provides a complete introduction to mixed data sampling (MIDAS) regression models in EViews. MIDAS are used in macroeconomic and financial modelling and forecasting.
