Macroeconometric & Financial Modeling Using Eviews
Macroeconometric & Financial Modeling and Forecasting Using EViews
3 – Day Professional Development Workshop
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 EViews, the well-known econometrics and statistical software package developed by Quantitative Micro Software (USA).
“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)
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…