Courses

Our online Time Series Analysis with EViews course provides a complete introduction to time series modelling and forecasting with EViews.

Our Stata course Automatic selection of explanatory variables with Stata aims at introducing methods suitable to automatically select the relevant explanatory variables of linear regression models.

Our web based Regime Switching models with EViews course provides a complete introduction to modelling and forecasting Regime Switching models in EViews.

The course is ideal for beginner/intermediate level user who wants to learn how to analyse time-series data and estimate univariate time-series models. The course is based on the textbook Financial Econometrics Using Stata by S.Boffelli and G.Urga (2016), Stata Press

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 online 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.

O curso de Análise de Dados Epidemiológicos com Stata tem como objetivo principal apresentar os conceitos avançados na elaboração e análise de dados, propiciando a elaboração de bases de dados eletrônicas e análise estatísticas descritiva e avançada.

This course is a primer to machine learning techniques using Stata. Stata owns today various packages to perform machine learning which are however poorly known to many Stata users. This course fills this gap by making participants familiar with (and knowledgeable of) Stata potential to draw knowledge and value form row, large, and possibly noisy data. The teaching approach will be based on the graphical language and intuition more than on algebra. The training will make use of instructional as well as real-world examples, and will balance evenly theory and practical sessions.

Join us for our fifth annual Stata Winter School, comprising four individual Stata courses providing attendees with the flexibility to register only for the courses that they find most relevant to their research interests. The individual courses will cover: Data Management, Data Visualisation and Panel Data analysis.

Nas últimas décadas houve um crescimento acelerado da literatura de economia para avaliação de impactos, estendendo-se naturalmente para a avaliação de políticas públicas.

This online course using EViews provides a complete introduction to modelling and forecasting volatility models in EViews. The course provides a sound and practical understanding of the GARCH model and its more advanced extensions such as the EGARCH, the TARCH, the APARCH and the IGARCH models used in time series and financial applications.