Econometric modeling has become a major
tool in empirical study. Time series econometric as one of the main
tools has enabled economist and other social scientists to analyse and
explain various socio-economic issues in time dimension. A problem which
applied economists encounter in almost all economic time-series
applications is the presence of unit roots in the data.
This training is designed to equip participants with knowledge and skills in time series modelling.
At the end of the course, participants will be able to:
Discuss concept of time series analysis;
Use univariate and multivariate time series models for policy decisions;
Apply E-views and Stata for macroeconomic and financial Time series modelling and forecasting; and
Perform relevant diagnostic tests
Introduction to Time Series analysis and modelling
Regression analysis and relaxing the assumption of CLRM
Application of E-views and Stata
ARIMA Models and the Box-Jenkins Methodology
Multivariate Time series Models
Unit ROOTS, Stationarity, Cointegration and error Correction Models
Modelling the variance: The ARCH and GARCH Models.
Lecture, exercises and hands-on. Audio-visual aids will be used to enhance learning.
Every participant is expected to come with
a laptop pre-installed with a recent version of the instructional
software (E-views, SPSS, Grelt and Stata).
Researchers, Econometricians, Academics
and analyst in all fields of economic applications, including business
management, financial markets, socioeconomics and health, development
economics, public finance and tax policy, as well as international trade
and finance from public and private sectors.
Mode of Assessment for Certification: 100 percent attendance/active participation.
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