Delivered By: Prof. Sean Holly, University of Cambridge

Course Overview

The fields of econometrics and statistics are constantly expanding providing as a result great advances in quantitative methods to analyse and forecast data. At the same time, econometrics and statistics are becoming more confusing in the sense that the modern menu of methods is so vast that a practitioner may find difficult to choose the appropriate methodology or the practice that best fits a quantitative task.

This course provides a review and practical guide to several major and popular econometric methodologies used in time-series and panel data analysis. The objective is to provide a practical and systematic approach to econometric modelling and make sense of the vast amount of available econometric techniques. Each methodology discussed is illustrated with real data examples in EViews.

The course will be delivered using EViews 7.

Topics Include:
Classical Linear Regression Model
Diagnostic testing
ARIMA Models
Non-Stationary Time-Series
VAR Analysis
Error Correction
Cointegration Analysis
Panel Data Analysis
Estimating and Setting up a Model Within EViews
Dynamic and Static Solutions of a Model

Who should attend?
The course is aimed at economists and applied econometricians who deal with different types of data and projects in their day-to-day work. Professionals who are interested to learn different techniques and raise their awareness of possible methodologies that can be used in their current or future projects will greatly benefit from this course.

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