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2014 EViews Spring School, New York, USA

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14-18 April 2014
Baruch College - The City University of New York (CUNY), New York, USA (View map)
5 x 1-day courses
EViews
Econometrics - Various Methods / Applications   
(Introductory / Intermediate / Advanced)
Dr. Lorenzo Trapani, Cass Business School (View profile)
ESS-150-USA
Baruch College - The City University of New York (CUNY) EViews    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  

Overview

Timberlake Consultants invite participants to our 2014 EViews Spring School taking place at Baruch College, New York, USA. Dr. Lorenzo Trapani of Cass Business School, City University London delivers a series of five 1-day courses running consecutively between 14-18 April 2014.

This is a great opportunity for students, academics and professionals to expand their econometrics skills and learn how they can apply a range of techniques.

All courses will teach econometrics from an applied perspective and demonstrate techniques using EViews 8 software.

 

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Preliminary Agenda

Course 1: EViews Basics

  • Date: Monday 14 April 2014
  • Level: Introductory
  • Learning ratio: 90% Practical; 10% Theory
  • Session 1: Introduction
    • The notions of “workfile” and “object” in EViews;
    • Data handling and databases in EViews.
  • Session 2: Introduction II
    • Brief introduction to programming and series transformations in EViews;
    • Data description: creating, editing, freezing and exporting graphs;
    • Descriptive statistics and tests.
  • Session 3: The CLRM I
    • Preliminary theory for univariate regression: the Classical Linear Regression Model (CLRM), the CLRM assumptions, OLS estimation and regression statistics.
  • Session 4: The CLRM II
    • Mis-specification analysis: theory revision and diagnostic tests in EViews, stability tests and solutions to the mis-specification problems;
    • The General-to-Specific (GETS) approach.

Course 2: Atheoretical Models in EViews

  • Date: Tuesday 15 April 2014
  • Level: Intermediate
  • Learning ratio: 50% Practical; 50% Theory
  • Session 1: Atheoretical Models I
    • Statistical analysis of time series: definition of ARMA models, Box-Jenkins identification, trends and seasonality, filters;
    • Stationarity and non stationarity: theory revision, the notion of unit roots, testing for unit roots in EViews, differencing series.
  • Session 2: Univariate Forecasting I
    • Forecasting with ARMA models and measuring forecasting ability.
  • Session 3: Atheoretical Models II: Stationary VARs
    • VAR representation and estimation;
    • Further testing with multivariate regression: Granger causality, lag selection.
  • Session 4: Atheoretical Models III: Stationary VARs
    • Forecasting with VARs.

Course 3: Non-stationary Time Series Analysis in EViews

  • Date: Wednesday 16 April 2014
  • Level: Intermediate
  • Learning ratio: 50% Practical; 50% Theory
  • Session 1: Non-stationarity I: Unit Roots
    • Introduction to the notion stationarity and unit roots;
    • The Dickey-Fuller test.
  • Session 2: Non-stationarity II: Cointegration
    • Introduction to the notion of cointegration: preliminary theory and Engle-Granger analysis using EViews.
  • Session 3: Multivariate Cointegration I: The VECM
    • Cointegrated VARs in EViews: Johansen’s test for cointegration, the (Vector) Error Correction Model (VECM), estimating and interpreting a VECM in EViews.
  • Session 4: Multivariate Cointegration II: The VECM
    • Practical session.

Course 4: Topics in EViews I: Volatility Models and Panel Data

  • Date: Thursday 17 April July 2014
  • Level: Intermediate
  • Learning ratio: 50% Practical; 50% Theory
  • Session 1: (G)Arch Models I
    • Preliminary theory, representation and description of the main models.
  • Session 2: (G)Arch Models II
    • Estimation and regression output;
    • Different specifications.
  • Session 3: Panel Data I
    • Representation and estimation.
  • Session 4: Panel Data II
    • Practical session.

Course 5: Topics in EViews II

  • Date: Friday 18 April 2014
  • Level: Intermediate / Advanced
  • Learning ratio: 50% Practical; 50% Theory
  • Session 1: Probit and Logit Models I
    • Preliminary theory, representation and estimation.
  • Session 2: Probit and Logit Models II
    • Interpreting regression output;
    • Forecasting.
  • Session 3: Programming in EViews I
    • Preliminary notions.
  • Session 4: Programming in EViews II
    • Practical session.

Pre-course Readings

  • Course 1:
    • EViews Help Files.
  • Course 2:
    • Brooks, C., (2002). Introductory Econometrics for Finance, Cambridge University Press.
  • Course 3:
    • Brooks, C., (2002). Introductory Econometrics for Finance, Cambridge University Press.
    • Hamilton, J.D., (1994). Time Series Analysis, Princeton University Press.
  • Course 4:
    • Baltagi, B.H., (2008). Econometric Analysis of Panel Data, Wiley Press.
  • Course 5:
    • Probit/logit: Greene, W., (2003). Econometric Analysis, Prentice Hall.
    • Programming: EViews Help Files.

Post-course Readings

  • Course 1:
    • EViews Help Files.
  • Course 2:
    • Hamilton, J.D., (1994). Time Series Analysis, Princeton University Press.
  • Course 3:
    • Hamilton, J.D., (1994). Time Series Analysis, Princeton University Press.
  • Course 4:
    • To be discussed during the course.
  • Course 5:
    • To be discussed during the course.

 

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Prerequisites

  • Course 1:
    • No prior knowledge of EViews required;
    • Basic regression and statistics knowledge.
  • Course 2:
    • Some prior knowledge of EViews;
    • Knowledge of OLS models, ARMA models and some forecasting techniques.
  • Course 3:
    • Some prior knowledge of EViews;
    • Knowledge of OLS models, diagnostic tests, ARMA models and stationarity.
  • Course 4:
    • Some prior knowledge of EViews;
    • Knowledge of panel data and GARCH models.
  • Course 5:
    • Prior knowledge of EViews and its programming language;
    • Basic knowledge of of probit/logit models.

 

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Feedback & Testimonials

Click here to view Dr. Lorenzo Trapani’s profile, which includes delegate feedback and testimonials from the 2013 EViews Summer School, London, UK.

 

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Prices

Cost (per participant):

Registration type Price
Non-academic (any 1-day) $645.00
Non-academic (any 2-days) $1210.00
Non-academic (any 3-days) $1530.00
Non-academic (any 4-days) $1775.00
Non-academic (all 5-days) $1935.00
Academic and Student (any 1-day) $245.00
Academic and Student (any 2-days) $450.00
Academic and Student (any 3-days) $645.00
Academic and Student (any 4-days) $805.00
Academic and Student (all 5-days) $885.00
Click here for Pricing FAQs »
  • All costs exclude local taxes, where applicable.
  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrollment).
  • Additional discounts are available for multiple registrations (non-academic only).
  • Cost includes course materials, lunch, refreshments and the use of computers (please advise us if you have any dietary requirements).
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.

The number of delegates is restricted. Please register early to guarantee your place.

 

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Registration

We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: info@timberlake-consultancy.com, phone: +1 908 686 1251 or by filling out an online registration form.

 

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Terms & Conditions

For full Training Courses Terms & Conditions please click here.

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.

 

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Last modified: 2014-03-31 12:55:37
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