This course is part four of a five-part EViews training series running throughout 2024.
You will find links for all other courses in the series below:
Course 2: Atheoretical Models in EViews
Course 3: Models for Non-Stationarity Variables in EViews
Course 5: Models for Panel Data
This course delves into advanced econometric techniques, covering (G)ARCH models for volatility analysis and Panel Data Models. Participants learn the theory, estimation, and different specifications of (G)ARCH models. The course then shifts to representation and estimation in Panel Data Models, with a hands-on practical session using EViews. By the end, participants gain practical skills for real-world application, enhancing their ability to model volatility and analyze diverse datasets effectively.
Upon the course's completion, all attendees will receive a certificate of attendance as proof of professional development.
Level: Intermediate
Learning ratio: 50% Practical; 50% Theory
Session 1: (G)Arch Models I
1.1 Preliminary Theory:
Introduction to Volatility Models, focusing on (Generalized) Autoregressive Conditional Heteroskedasticity ((G)ARCH) models.
Overview of main model concepts, including volatility, conditional variance, and model representation.
Session 2: (G)Arch Models II
2.1 Estimation and Regression Output:
Techniques for estimating (G)ARCH models.
Interpretation of regression output in the context of volatility models.
Exploration of different model specifications and their implications.
Session 3: Panel Data I
3.1 Representation and Estimation:
Introduction to Panel Data Models, emphasizing representation and estimation techniques.
Consideration of the unique features and advantages of panel data.
Session 4: Panel Data II
4.1 Practical Session:
Application-focused session involving hands-on exercises with panel data.
Utilization of EViews for practical implementation of panel data models.
Volatility and Panel Data Models in EViews
The number of attendees is restricted. Please register early to guarantee your place.