Macroeconomic data modeling practical Training: Structural multivariate models (VAR and VECM), Panel data models with direct application on Eviews
Duration: 2 weeks || Tunis from 08 to 19 July 2024
Price : 3 600 € || Register
Price : 3 600 € || Register
Interest and purpose of the training
- Acquire all the basic functions of econometric methods with Eviews.
- Estimate and interpret the results of an autoregressive vector model with or without a long-term equilibrium relationship.
- Prediction and Simulation
Course outlines
i. Structural Econometrics Multivariate models: SVAR and VECM
- Presentation of the main commands under Eviews: the basic tools
- Univariate analysis of the main statistical properties of the time series
- Stationary Multivariate Dynamic Analysis: VAR Models
- Constrained Multivariate Dynamic Analysis: VECM Models
- SVAR Models: Theoretical Foundations and Application
ii. Econometrics of Static, dynamic and non-stationary Panel data
- Panel Data Manipulation
- The statistical properties of the panel data
- Estimate and tests in a static frame
- The violation of classical assumptions about disturbances
- Dynamic models on panel data
Useful Information
Visa
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CODEV assists you in your booking process at the hotel where the training will take place….
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