Modeling with Impact

Modeling and Forecasting Time Series Using EViews

It seems your browser does not accept cookies. To continue into this site, you need to accept cookies from the domain

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.


No previous knowledge of econometrics or EViews is required.

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