Modeling with Impact

Modeling and Forecasting Time Series Using EViews

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The course reviews the most important univariate time series models for the analysis of macro and financial data.

The course starts with a refreshment of basic econometric models and inference techniques (linear regression model, OLS, maximum likelihood and testing.)

The fundamentals of econometrics are followed by time series models of macro data and financial returns. We will inparticular study two families of models that are well suited for these data: ARMA and GARCH models.

The course is fully practical. Each theoretical introduction is followed by hands-on training in the computer lab.

Methodology: 

Prerequisites
No previous knowledge of econometrics or EViews is required.

Instructors
Prof. David Veredas, Professor of Econometrics, ECARES, Free University of Brussels (ULB)
Kaveh Vakili, Assistant of Econometrics, ECARES, Free University of Brussels (ULB)

 

Fees:
The fee for the course is US$3,425. This includes course materials, lectures, computer labs, morning and afternoon coffee breaks, receptions.

University students and staff get a discount of 25 percent of the above mentioned amount. Please send (by email: office@ecomod.net or by fax: +1 413 517 0900) a copy of your student or staff card.

Institutional group rates are available for two or more persons attending during the same course period.  Please inquire.

Scholarships:
EcoMod offers a limited number of partial scholarships to candidates from developing countries and transition economies. To submit your application, please click here. The deadline to apply for a scholarship is two months before the beginning of the course.