Training Econometrics

In order to answer economic questions with the help of statistical methods used to econometrics. From the economic theory are statistical or econometric models, using established and appropriate records can be verified. Then, using the models, for example, simulations or forecasts to be created. This course introduces the basics of econometrics, with particular emphasis on the linear regression model as a basic model of economic modeling and on the time series analysis.

Recommended Courses with Software:

Introduction to Econometrics with Eviews

Econometrics answers economic questions with statistical means. The economic theory provides statistical and econometric models that can be stated and verified using appropriate data sets. Then the models can be used e.g. for simulations or forecasts. This training contains an introduction to econometrics, with a special emphasis on the linear regression model als fundamental model of econometric model building and time series analysis. In addition we introduce the software Eviews, an easy to learn software that is very well suited to build and analyse econometric models and time series.

Objectives:
  • Introduction to Eviews
  • Answering economic questions with statistical tests
  • Simple, multiple and non-linear regression
  • regression diagnostics
  • build and analyze stationary time series
  • estimate non-stationary time series
Prerequisites:


Basic knowledge of statistics helps, but is not required. No Eviews experience expected.


Type of training date location price duration languages
Open 03.22. - 03.23.10 Praha 980,- net per person 2 days german, english
Inhouse on appointment at your location on inquiry 2 days german, english
           
Interested in this course ?
Please contact us !		 phone: +49 (0)5542 - 93300
email: vertrieb@statcon.de

Programming Eviews

In this one-day-training we introduce the programming language of Eviews. We start with simple commands that allow you to read and write data, and we show you how you can replace the menus by commands. Then we turn our attention to the classic elements of any programming language, like loops and conditions, or the use of vectors and matrices. In addition you will learn how to use data bases, models and links, objects and graphs and much more. All subjects are illustrated by examples that you will take home as templates.

Objectives:

  • Read and write data
  • objects and commands
  • loops and conditions
  • databases and links
  • matrices and vectors
  • working with graphs
Prerequisites:


We do not introduce the basic use of Eviews or the statistical functions of Eviews in this course.


Type of training date location price duration languages
Open     490,- net per person 1 day german, english
Inhouse on appointment at your location on inquiry 1 day german, english
           
Interested in this course ?
Please contact us !		 phone: +49 (0)5542 - 93300
email: vertrieb@statcon.de

Complex econometric models with Eviews

In this course we focus on advanced methods for modeling in econometrics. After a review of time series analysis we turn our attention to dynamic regression models that consider the dynamic structure of economic processes. Then we present the simultaneous equation models that allow to deal with several variables and interactions in parallel. This naturally leads to vector models, like VAR (vector autoregressive) and VEC (vector error correction) models. Finally we introduce ARCH and GARCH models for the analysis of financial markets.

Objectives:
  • AR, MA, ARMA, ARIMA models
  • ARDL - dynamic modelling
  • simultaneous equation models
  • VAR and VEC models
  • ARCH and GARCH model
Prerequisites:


Basic knowledge of statistics helps. No Eviews experience necessary.


Type of training date location price duration languages
Open     980,- net per person 2 days german, english
Inhouse on appointment at your location on inquiry 2 days german, english
           
Interested in this course ?
Please contact us !		 phone: +49 (0)5542 - 93300
email: vertrieb@statcon.de