Courses

Whether you deal with forecasting at a Central Bank, public institution, bank or consultancy firm; or you use forecasting techniques in your research, this is the perfect course to bring you up to date with the latest methods in the forecasting profession.

This Course is co-delevoped with Lancaster University Management School

This course will provide participants with the essential tools, both theoretical and applied, for a proper use of modern micro-econometric methods for policy evaluation and causal counterfactual modelling under the assumption of “selection on observables” and “selection on unobservables”.

Choosing an appropriate sample size is a common problem and should be given due consideration in any research proposal, as an inadequate sample size invariably leads to wasted resources. This course gives a practical introduction to sample size determination in the context of some commonly used statistical hypothesis tests.

Our web based GARCH & MGARCH modelling with Stata course provides an introduction to Stata’s GARCH and MGARCH commands. The course is ideal for intermediate level user who wants to learn how to model and forecast financial markets volatility via most used volatility models

One of our most popular courses, we introduce Stata's popular and useful commands to import, manipulate, transform, manage and export data. Stata .do files / log files /graphics. The course moves on to cover the fundamentals of linear regression and panel data analysis. A must for all new Stata users.

This two-day course introduces participants to Panel Data analysis and will be taught the statistical theory behind these methods, and they will apply these methods to specially chosen datasets using examples from economic, social, and medical research.

Our online VAR Models in EViews course offers a complete introduction to VAR and VEC models and their practical use in EViews. It provides a data oriented and practical understating of restricted and unrestricted VARs, Bayesian VARs, cointegrated VARs and VEC models and forecasting with VARs.

This two-day course offers a comprehensive overview on panel data methods with Stata, covering linear models with exogenous and endogenous variables, dynamic linear models, and some nonlinear models.

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

Our online 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.

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