Training Calendar

Intensive Online Summer School Course - EViews Econometrics

Online 6 days (8th June 2020 - 13th June 2020) EViews Intermediate, Introductory, Various
Econometrics, Forecasting, Statistics, Summer School, Various methods

Overview

The 2020 EViews Summer School comprises a series of six 1-day courses running consecutively, with theory and practical applications. All courses will teach econometrics from an applied perspective and demonstrate techniques using EViews 11 software.

The summer school will run for 6 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

Course Agenda

The summer school will run for 6 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

Day 1: Introduction to EViews basics. 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: Non-linear models:

Markov switching models (EViews syntax, representation, estimation, forecasting); volatility models (conditional heteroskedasticity models: estimation, testing, forecasting).

Day 5: State Space models:

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

Day 6: Models

Models for panel data (fixed vs random effects, dynamic panels). Models for secrete choice (taxonomy, estimation, forecasting).

Prerequisites

  • Knowledge of basic econometrics (OLS estimation, mis-specification analysis) is desirable, although not required.
  • No pre-reading is needed; references for post-course reading will be provided during the course itself.
  • No previous knowledge of EViews is required.

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. Contact us for more information.
  • 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.
  • Cost includes course materials that will be posted to you prior to the start of the course.
  • Payment of course fees required prior to the course start date.
  • Registration closes 1-day prior to the start of the course.
  •  CommercialAcademicStudent
    6 Day Pass (08/06/2020 - 13/06/2020)

All prices exclude VAT or local taxes where applicable.

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