Training Calendar

Summer School Course - Forecasting with EViews

Online 5 days (20th July 2020 - 24th July 2020) EViews Intermediate, Introductory
Forecasting, Various methods

Overview

The 2020 EViews Summer School comprises a series of 5 1-day courses running consecutively.

The courses are to be delivered by Prof. Lorenzo Trapani of the University of Nottingham. All courses will teach econometrics from an applied perspective and demonstrate techniques using EViews 11 software.

Course Agenda

The summer school will run for 5 consecutive days for four hours per day in two sessions per day: morning 10-12 GMT and afternoon 2-4pm GMT. The morning sessions will discuss theory and the afternoon sessions will offer many practical applications in EViews and forecasting examples.

Day 1: The classical linear regression model:

Representation, estimation, misspecification analysis, forecasting with structural models.

Day 2: Atheoretical models for stationary series:

ARMA models (identification and forecasting); Vector AutoRegressions (identification and forecasting).

Day 3: Models for nonstationary series:

Univariate cointegration (representation, estimation and testing); the Vector Error Correction Model (representation, estimation, testing and forecasting).

Day 4: State Space models:

Representation (and EViews symtax); the Kalman filter; examples: time varying parameter models and latent component models; forecasting, filtering and smoothing.

Day 5: Regime switching and mixed frequency models:

Markov switching models (EViews syntax, representation, estimation, forecasting); MIDAS: representing estimating and predicting with models using mixed frequency data.

Prerequisites

  • Knowledge of basic econometrics (OLS estimation, mis-specification analysis) is desirable, although not required.
  • Knowledge of basic econometrics (OLS estimation, mis-specification analysis) is desirable, although not required.
  • No previous knowledge of EViews is assumed.

Terms & Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course.
  • Payment of course fees required prior to the course start date.
  • Registration closes 1 calendar day prior to the start of the course.
    • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
    • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
    • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.

The number of delegates is restricted. Please register early to guarantee your place.

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    Attend 1 Day (20/07/2020 - 24/07/2020)
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    Attend all 5 Days (20/07/2020 - 24/07/2020)

All prices exclude VAT or local taxes where applicable.

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