From beginners to advanced users, we offer courses for people seeking basic econometrics training as well as for those looking to deepen their understanding of specific econometric techniques with Eviews. Throughout our sessions, emphasis is placed on understanding why and in which context a given econometric tool should be used rather than on the technical details.


FIELD: MODELLING TIME SERIES USING EViews :
- Time Series analysis and forecasting using EViews

FIELD: ECONOMETRIC METHODS WITH EViews
- Univariate Econometric methods with EViews



FIELD: MODELLING TIME SERIES USING EViews
Time Series analysis and forecasting using EViews

Duration

1 day (On Site)

Level

Beginner

Prerequisite

Attendees should be familiar with Windows and MS Excel, and have basic knowledge of statistics - descriptive statistics, both numerical (mean, standard deviation, standard error, etc.) and graphical (histogram, box-plot, scatter plot, etc.), hypothesis testing and confidence intervals. A short review of these techniques will nevertheless be provided.

Target audience This applied training session is aimed at anyone who collects time series data and is supposed to take decisions based on such data. The regression techniques covered in this session will be particularly useful for people interested in forecasting and relating/predicting a variable to/from a single or a set of explanatory variables.

Topics covered

Eviews Fundamentals :
Workfile basics
Object basics
Data entry and management
Time series management

Basic Data Analysis :
Series and groups
Statistical graphs from series and groups
Dealing with trends and seasonality: the basic tools
Descriptive statistics and univariate tests

The classical Linear regression Model :
Methods of Estimation – least squares, maximum Likelihood
Checking model adequacy: approaches to testing and diagnostic testing using Eviews
Forecasting
Time series regression: dummy variables and trends, autocorrelation trends
Overview of other estimation methods available with Eviews

Objective


Designed for up-and-coming researchers and forecasters, the course aims at refreshing their knowledge of applied econometrics. It covers the basic elements of ordinary least squares (OLS) models as well as time series econometrics and forecasting.




FIELD: ECONOMETRIC METHODS WITH EViews
Univariate Econometric methods with EViews

Duration

2 days (On Site)

Level

Intermediate

Prerequisite

Attendees should be familiar with Windows and MS Excel, and have basic knowledge of statistics - descriptive statistics, both numerical (mean, standard deviation, standard error, etc.) and graphical (histogram, box-plot, scatter plot, etc.), hypothesis testing and confidence intervals. A short review of these techniques will nevertheless be provided.

Target audience This applied training session in econometrics aims at anyone who collects data and is supposed to take decisions based on that data. The regression techniques covered in this session will be particularly useful for people who are interested in relating/predicting a variable to/from a single or a set of explanatory variables. The course is of an applied nature with emphasis on a hands-on approach to decision-making in economics.

Topics covered

Estimation on cross sections :
Estimation and testing
Specification tests
Heteroskedasticity and weighted least squares
Non Linear Least squares
Endogeneity and estimation methods (TSLS, GMM)
Discrete and Limited Dependent variable models
Time series regression :
Descriptive statistics and univariate tests
Dynamic models and polynomial distributed lags
Unit root tests
Modelling a Time series – The Box-jenkins Approach (ARMA,…)
Forecasting
Introduction To ARCH and GARCH Processes for time series

Objective


The aim of the course is to combine expertise and experience in econometrics methods. The course is intended to equip research contract managers with a set of techniques that can be applied to the results of research work to verify quality and hence strengthen assessment procedures. People attending the course would be expected to have a basic understanding or econometric techniques, such as those taught as part of an undergraduate economics degree.