Econometrics Modeling Using EViews
Econometrics Modeling Using Eviews
3-Day Professional Development Training Course
East Asia Training & Consultancy Pte Ltd invites you to attend a three day professional development training course in Singapore, covering the use of econometrics using the latest EViews, the well-known econometrics and statistical software package developed by Quantitative Micro Software (USA).
About EViews
“EViews provides sophisticated data analysis, regression, and forecasting tools on Windows-based computers. With EViews you can quickly develop a statistical relation from your data and then use the relation to forecast future values of the data. Areas where EViews can be useful include: scientific data analysis and evaluation, financial analysis, macroeconomic forecasting, simulation, sales forecasting, and cost analysis.” (EViews User’s Guide, p.5)
Objective:
To make you comfortable with data analysis using most advanced econometrics methodologies using Eviews.
Course Programme
This course provides the training on using Eviews to do Macroeconometric & Financial Modeling and Forecasting. The modeling techniques taught in this course include OLS, 2SLS, GMM, IV, unit roots test, AR model, MA model, ARMA model, ARIMA model, Cointegration, Engle-Granger two step cointegration test, multivariate Johansen cointegration test, error correction model, VAR model, VARX model, VECM model, Granger block causality test, ARCH and GARCH family models etc.
This course has three objectives: (i) to provide participants with productivity enhancing ways to use the EViews© econometrics package (ii) to provide a practical ‘hands-on’ application to modern time series econometric techniques, including unit root tests, vector autoregressions, cointegration, and error correction modelling and (iii) to apply these time series tools to macroeconomic relationships on real world applications . The focus will be on model selection, estimation and forecasting.
This well-received three-day training stresses more on application and leaves time for participants to have more experimentation with alternative datasets with the applied concepts. Participants are welcomed to bring their own datasets for country (ries) they are working on.
The course will take place in a PC training environment; the pedagogic approach is ‘hands-on’ and interactive. The instructor will first sketch the necessary theory, focusing on intuition building rather than formalism. Preselected datasets will then be used to go through actual applications with participants.