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.
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
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
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
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
· 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
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.
The learning materials include EBooks, examples of MS Excel documents and related lecture materials will be provided in form of datasets.
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.