Introduction
Time Series Data is frequently evaluated by
faculty and professional researchers to deduce short and long run
relationships, to test the trends and volatility, to find any nonlinearities in
the relationships or finding any eventual factors affecting the nature of
relationships and hence all of the above conditions as affecting the power of
their forecasting power. The course introduces and develops from basic to the
advanced techniques to deal with different types of time series data, whether low frequency (yearly,
quarterly, monthly, weekly) or high frequency (daily or hourly), identify the
exact model to apply and hence deduce the exact relationship for forecasting
purposes. Furthermore, the course will help the audience to develop advanced
Econometric modeling skills also applicable in a range of areas from Economics
to finance, from social to political sciences, from energy to environmental
sciences, education and health sciences.
Objectives
The
course aims to achieve the following goals:
1. Introduce
you the basic econometric methods for time series data
2. Introduce
you to advanced techniques to deal with these models and their application
3. Introduce
the use of Stata and R more rigorously for time series models
4. Provide a
detailed introduction to latest theoretical development and applications
5. Provide
extension of developed models to new areas of research
Outcomes
Completing
the course will enable you to:
1. Learn how to
use a model suitable for specific type of data
2. Learn how to
evaluate a model if suitable for a type of data
3. Distinguish
the modeling strategy between different types of data
4. Know the
features of Stata and R for time series modeling, estimation and forecasting
5. Learn to
Write and Report Results for Papers, Theses and Dissertations
Audience
The
course is developed for the following groups:
1.
MS/PhD Students in Economics, Finance, Statistics
and Other Social Sciences
2.
Academic Researchers of Universities and Colleges
3.
Researchers of R&D and Policy Research
Organizations
4.
Research Officers of NPO and Social Organizations
5.
Consultants, Trainers And Policy Analysts
6.
Management, Exectives of Marketing and Social
Research Organizations
Registration
100
place in total available for 5 groups of 20 participants. Groups will be formed
on the basis of fields of studies and research. Please fill the registration on
http://elearning.aneconomist.com
Contents
·
Topic 1: Stationary Time-Series
Models
·
Topic 2: Testing for Trends and
Unit Roots
·
Topic 3: Modeling Volatility
·
Topic 4: Multiequation
Time-Series Models
·
Topic 5: Cointegration and
Error-Correction Models
·
Topic 6: Nonlinear time-series
models
Fees
The course
fee is £500. 15% discount fee will be charged for each member of a group of
registrations up to 5 participants. Groups of higher than 5 registrations will
be discounted by 30% for each participant.
Supporting
Material
The
learning materials include EBooks, examples of MS Excel documents and related
lecture materials will be provided in form of datasets.
Certification
There is
Test, Assignment after each Week. Passing this will enable you to request for
PASS certificate of the course mentioning your topics, assignment topics,
grades in tests and assignments. Hard Copy of the Certificate will mailed at
additional £10 to any destination across the world. If you do not need to
request your certificate in paper, no charges are applicable. Soft/Scanned
copies will be provided free of cost via email and downloadable from course
portal.
