Advanced Econometric Modeling : PhD Economics Course

Advanced Econometric Modeling is an online and instructor led course for PhD students in Economics and Finance. The course will help our students to complete their PhD Thesis with high impact. The module is taught by Muhammad Anees, Assistant Professor and Senior Econometrician at AnEconomist. The course aims at introducing the recent and recently appearing trends in Econometrics Methods and Application with real world examples to enable our young PhD scholars and faculty members to adopt and apply the methods. The course in Advanced Advanced Econometric Modeling is helpful for the candidates in developing a publication trail to produce quality research findings robust in the sense that the methods will be justified based on traditional and recent assumptions of estimation validity and producing contrary outcomes for potential implications. The course covers from Advanced Econometric Modeling using conventional approach to a selected topic from literature emerging recently in the econometrics research stream. It is intended that after completing this course, the candidates will be able to develop a professional approach to application of advanced econometric modeling and replication of many studies found in the literature using variety of econometric softwares and statistical packages like R, GAUSS, RATS and Matlab in addition to common softwares like Stata, Eviews and SPSS.

Course Objectives

Advanced Econometric Modeling is research based training aimed to introduce and refresh some of the newly emergint trends in empirical literature in Econometrics Theory and Application. The course will cover both traditional Advanced Econometric Modeling and some recently available methods to help estimate the economic models based on real world data and replicate a few papers from the literature. The course is thus helpful to PhD students who wish to begin writing their thesis and wish to employ relevant econometric modeling to produce robust estimates backed up by basic econometric approaches. The course aims at the development of skills of identifying the relevant econometric models, application of the econometric methods to estimate a relationship and thus help in writing effective reports. In connection to this, the course objectives are set up as:

Understanding the mathematical theory behind modern econometric methods
Helping each candidate with Identification of issues and problems in traditional econometric methods
Developing a research skillset to apply advanced econometric modeling
Writing effective research reports based on the evidence created through real world data analysis.
Learning new softwares beyond conventional econometric tools.
Become independent researchers in the area of Economics and Finance with strong hands on skillsets of econometric modeling.

Expected Learning Outcomes

After completing the course in Advanced Econometric Modeling, it is expected that students will be able to demonstrate the following skills:

Application of complex econometric methods to real world cases
Develop independent research skills based on application of relevant econometric modeling.
Estimate models with complexity without needs for further guidance
Write effective research reports
Learn best practices in publication of high impact research and policy papers
Predict and forecast macroeconomic and financial outcomes with rigorous sets of softwares and econometric methods.

Course Contents

The list of topics to be covered during the course in Advanced Econometric Modeling are tentatively selected in the following. Further specialist topics will be added to the list during the course. The course is thus not limited to these topics only:

Audience of the course

Advanced Econometric Modeling is best module for the students doing PhD in Economics, Finance and Social Sciences with a desire to become trained in Econometric Methods and Econometrics softwares. The course is equally helpful for faculty members to teach courses in Economics with research components and to publish high impact research in Economics, Finance and Social Sciences. Advanced Econometric Modeling is highly recommended for those candidates who are potentially entering into the corporate world in Finance and Insurance industry to conduct empirical research, predictive modeling and developing forecasting solutions to lead their organizations. Master students in Economics and Finance are encouraged to enroll for this course specifically if they wish to become strong candidates for PhD and be independent from the day one of their research desgrees.


After completing the course, the candidates will receive a verifiable certificate from AnEc Center for Econometrics Research that can be included on their Linkedin profiles directly from the certificate validation link. The certificates will be published through a private link as well on AnEconomist to help you add your research skills developed during the class projects to showcase the quality of work and assessment.

Registration details

Register for the course in Advanced Econometric Modeling using the form below. Read the auto-response and wait for the customized email from Professor Anees. You will be assisted in person to proceed and confirm your admission.

Last Date of Admission Confirmation

Applications are accepted until places are available. Apply now to confirm your admission.

Assessment and evaluation criteria

Each candidate of the course will be evaluated based on submitted project reports in form of complete data analysis of the covered topics in lessons, writing of standard interpretation of the results to be included in a research project like a research article or thesis. Those who opt to write their thesis can be exempted from public submission of the projects but they will be required to submit the project reports on regular basis privately and confidentially. The project reports of the students will be published in form of students blogs on their own pages and public comments will be invited for evaluation. Responses to these comments will also be part of the evaluation to help our students develop the skill of academic arguments. At the end of the course, it is expected that each student would have been able to write a high quality publishable research papers to be submitted for high quality and higher ranked journals on top ranked publishers only.

Social Media Groups

Join Stata.Help and Econometricians Club on Facebook and use #AnEcModeling on Twitter to follow updates on the course progress and outcomes during the course. You can ask questions and participate on the forums with fellow students to maximize your experience of learning Advanced Econometric Modeling.

Profile of Our Econometrics Teacher

As a member of Data Science Central (DSC), American Economic Association (AES), Royal Economic Society (RES), International Health Economics Association (iHEA) and The Econometrics Society, I have been working closely with top academics in Economics, Econometrics, Statistics and Research Methods. Also, I am providing supervision in Applied Econometrics and Statistics to PhD candidates in Project Management, Business Management, Finance, Corporate Governance and Social Sciences.

I am professionally trained and the highly recognized online course provider in Stata, Eviews, SPSS, Nvivo10/11, WinRATS, SAS, GAUSS, Gretl, Minitab, C++, JavaScript and Python. I helped more than 300 clients from around the world in applied econometrics and statistics for corporate governance, financial performance, economics research, business evaluation, Value at Risk, Options Pricing, Stock Evaluation, Pairs Trading and Backtesting through the use of above statistical softwares. It is backed by my education in economics, statistics and econometrics from The University of Sheffield, UK.

I have a teaching and academic research experience of more than 11 years at a QS Ranked University. I teach modules in Economics, Statistics, Econometrics and Quantitative Analysis. Key themes and topics of my teaching are Qualitative Data Analysis, Factor Analysis, Principle Component Analysis, Power and Sample Size determination for Survival Studies, Analysis of Open ended surveys and interviews, Multivariate Time Series techniques in VAR/VECM, VARX, SVAR, Multivariate GARCH, ARDL and Bayesian Multivariate Time Series Methods. So far, more than 70 PhD and MS/MRes candidates completed their courses in Applied Econometrics and Applied Statistics under my supervision.

I welcome you to explore the above factors of my skills and experience from Econometricians Club and AnEconomist. I would also like a free demo in any course in the list, a proposed solution for your project using your own data and I will ensure you get the best outcome for your course or project on freelance terms and conditions.

Muhammad Anees
Assistant Professor
Founder Econometricians Club
Founder AnEconomist
Founder Stata Pro Help

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