Econometrics Training Courses using EViews
Introduction to Panel Data Econometrics (7-8 February 2008)
Session
1: Introduction to panel data concepts |
Session
4: Linear static panel estimation Fixed effect & random effect models, key statistics |
| Session
2: Introduction to using panel data in EViews Data input, processing, estimation and hypothesis testing |
Session
5: Dynamic panel estimation Unit roots, non-stationary panels |
| Session
3: Panel data analysis techniques Transformations, eye-balling the data, summary statistics, panel data properties |
The focus of this course is on introducing the main concepts behind each area:
- what are the main concepts and terminologies
- in which context different types of approaches are used
- how to make sense of the plethora of diagnostic statistics that econometric software packages produce
Because of the nature of the material, the course is aimed at economists with an intermediate background in statistics / econometrics who are either looking to refresh what was learnt at university or who may have a good background in time series econometrics and wish to extend this knowledge across panel data modelling techniques.
Introductory Time-series Econometrics (6-7 March 2008)
| Session
1: Introduction to modelling Model types, stages and uses |
Session
4: Structural modelling OLS, BLUE, simultaneity, parameter stability |
| Session
2: Introduction to EViews Data input, processing, estimation and hypothesis testing |
Session
5: Long and short-run modelling Unit roots, ARIMA, cointegration |
| Session
3: Data analysis Transformations, eye-balling the data, summary statistics, time series properties |
|
The focus of this course is on introducing the main concepts behind each area:
- what are the main concepts and terminologies
- in which context different types of approaches are used
- how to make sense of the plethora of diagnostic statistics that econometric software packages produce
The course is aimed at economists with some background in statistics / basic econometrics who are either looking to refresh what was learnt at university or update themselves with more recent time-series modelling techniques and terminologies.
Time Series Model Assessment (9-11 April 2008)
Session
1: Introduction to modelling |
Session
5: ARIMA Modelling Time series models, identification, estimation and forecasting |
| Session
2: Introduction to EViews Data input, processing, estimation and |
Session
6: Single-equation cointegration techniques Engle-Granger, error correction, ARDL |
| Session
3: Theory and intuition Purpose, variable meanings, limitations |
Session
7: System cointegration techniques VAR models |
| Session
4: Data properties and modelling implications Stationarity, seasonality, structural breaks |
Session
8: Model solution, forecasting and stability Results interpretation, assessment and accuracy |
The focus of this course is on how to deconstruct and evaluate work undertaken using the concepts covered:
- advantages and disadvantages of the approaches
- what pitfalls to look out for
- the various choices that are made along the way
The course is aimed at economists with a moderate knowledge of econometrics who might be commissioning work and want to improve their role as an 'intelligent customer', or to those who want to get more involved in operating and understanding time-series models in their own work.
The emphasis in all three courses is on the intuition behind the time-series econometric techniques, and on practising the methods by working through class examples and structured hands-on sessions. We find that participants prefer an interactive approach, particularly over a limited period when there is not enough time (or inclination) to get too involved in complex matrix algebra.
Previous comments on courses run by CE support this approach:
| Bank of England | ‘I feel it was very helpful in providing a practical / down-to-earth perspective on econometrics that is all too often missing from university courses’, ‘Well structured and ran to time perfectly' |
| DTI | ‘Intelligent presentation’, ‘Those without an econometrics background attending the course were clearly enjoying the sessions and finding them useful’ |
| DETR | ‘I though it was excellent, both in content and presentation. The tutor was flexible, helpful and managed to generate interest.' |
| HMCE | ‘Very well run’, ‘Very good, teaching was at a very high standard and at the right level’ |
| HMT | ‘First Class’, ‘Very good, intuitive explanation of the theory’ |
| Scottish Executive | 'I found it an excellent refresher course’, ‘Have generally enjoyed it (more than I thought I would!)’ |
Software
All courses use EViews v6 as the vehicle through which
time-series econometric techniques are demonstrated and practised. A
Microfit-based option is also available for both courses - see here for
more information.
Applied Econometrics: A Modern Approach Using EViews and Microfit, Dimitrios Asteriou (2005) provides a comprehensive introduction.
Price
The two-day introductory time-series and panel data courses costs £600
+ VAT per participant, and the three-day model assessment course £900
+ VAT per participant. This includes provision of room hire with a PC
per participant, course materials (folder, CD-Rom with course data and
hands-on materials) and refreshments (lunch, coffee/tea) over the duration
of the courses.
Numbers
The number of participants on any one course is limited to 12.
Location
Lafone House, The Leathermarket, Weston Street, London, SE1 3HN
Contact details:
Contact details for further information on the Introductory Time-series Econometrics course or to make a booking
Rachel Beaven
T 01223 460760 (switch)
E rb@camecon.com
To make a booking, please contact Rachel Beaven with your contact details and those of the contact to be invoiced.
Contact details for further information on the Time Series Model Assessment course or to make a booking
Sadia Sheikh
T 01223 460760 (switch)
E ssh@camecon.com
To make a booking, please contact Sadia Sheikh with your contact details and those of the contact to be invoiced.
Contact details for further information on the Introduction to Panel Data Econometrics course or to make a booking
Ben Gardiner
T 01223 460760 (switch)
E bg@camecon.com
To make a booking, please contact Ben Gardiner with your contact details and those of the contact to be invoiced.
Cancellation policy
CE reserves the right to cancel any course up to three weeks before the start date. Similarly, if a participant wishes to cancel a booking CE must have received note of this (eg letter, fax or email) up to three weeks before the course date, otherwise course fees will remain payable.
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