Seminars and Courses

Although IHS EViews provides its own EViews training options, the following EViews related products and services may be of interest to members of the EViews community. Note that the descriptions and links for third-party products, semiars and courses are strictly informative and provided by the third-party service provider. This is not an endorsement by IHS EViews.

Timberlake Consultants 

Macroeconomic Modelling Using EViews
3rd – 5th April 2018
Cass Business School
Bunhill Row
London, UK

This 3-day short-course using EViews provides an essential review of the macroeconomic time series forecasting techniques.

The course focus is on modern time series forecasting methods and is relevant whether you are from a central bank, government institution, hedge fund, commercial company or an academic researcher.

The course will cover:

  • Time Series forecasting
  • Estimation and diagnostic testing
  • Stationary & non-stationary time series
  • General to specific modelling
  • Estimation and diagnostic testing
  • Error Correction models
  • Testing for cointegration
  • Vector Autoregressions

The course is interactive and includes both a theory review and computer practical sessions using EViews.

Attendees should bring a laptop. A temporary time limited training license of EViews will be provided ahead of the course for you to install. If it is not possible for you to bring your own laptop, or prefer to use one supplied by Timberlake, this can be organised by prior arrangement. Additional charges apply.

Instructor: Prof. Sean Holly (University of Cambridge)

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


Vector Autoregression (VAR) Using EViews
9th – 11th April 2018
Cass Business School

Vector Autoregression (VAR) is used to capture the linear interdependencies among multiple time series.

The course will cover: stationary VARs, starting from the basics and tackling more advanced techniques such as dealing with over-parameterisation via Bayesian estimation; non stationary VARs and Johansen approach to cointegration; and structural VARs, and what can be done in EViews 9, will also be explored.

Instructor: Prof. Lorenzo Trapani

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


Macroeconomic Density Forecasting & Nowcasting
21st – 23rd May 2018
Cass Business School
London, UK

Whether you deal with forecasting at a Central Bank, public institution, bank or consultancy firm; or you use forecasting techniques in your research, this is the perfect course to bring you up to date with the latest methods in the forecasting profession. We begin softly by reviewing some classic time series methods and standard point and density forecasting tools (fan charts), but rapidly turn to the state-of-the-art forecasting methods such as Mixed Frequency Data Sampling (MIDAS), Regime (or Markov) Switching models, and Bayesian forecasting techniques.

The focus will be more on the empirical implementation of the techniques than on their theoretical underpinnings. The techniques will be illustrated with several empirical applications, and then implemented in EViews 10. While experience in forecasting is advantageous, the course is equally suitable for professionals who have just recently began to forecast macroeconomic and financial indicators. We are flexible and the course can easily be accommodated to the level of the participants. Previous knowledge and experience in econometrics is however, essential.

This course is aimed at:

  • Economists and statisticians at Central Banks, public institutions, financial institutions, consultancy firms, or firms who deal with forecasting in their daily work.
  • Academics and research economists who use, or are interested in forecasting techniques for their research.
  • Professionals involved in rating activities.

Instructor: Dr. Andrea Carriero

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


EViews Summer School
4th – 8th June 2018
Cass Business School
London, UK

Our EViews Summer School will appeal to both new and experienced users of EViews and will provide attendees with a valuable insight in completing empirical work using the latest EViews software.

The Summer School comprises the following courses:

  • Course 1: EViews Basics
  • Course 2: Time Series Modelling in EViews
  • Course 3: Panel Data Models in EViews
  • Course 4: Volatility Modelling and Forecasting
  • Course 5: Discrete Choice Models

Instructor: Prof. Lorenzo Trapani

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


EViews Forecasting Summer School
30th July 2018 – 3rd August 2018
Cass Business School
London, UK

The 2018 EViews Forecasting Summer School, taking place at Cass Business School, London, UK comprises a series of five 1-day courses running consecutively between 30 Jul - 3 Aug 2018.

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

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

Our 2018 EViews Forecasting Summer School will take place on 30 Jul - 3 Aug 2018 in London. The School comprises 5x 1-day courses providing complete flexibility to the participants to attend one, a combination of, or all five courses.

The Forecasting Summer School comprises the following courses:

  • Course 1: Course 1: Introduction to EViews
  • Course 2: Forecasting with EViews Part 1
  • Course 3: Forecasting with EViews Part 2
  • Course 4: Forecasting non-stationary series
  • Course 5: State Space Modelling in EViews

Our EViews Forecasting Summer School is a dedicated series of short courses aimed at the forecasting practitioner. The courses will appeal to both new and experienced users of EViews and will provide attendees with valuable insights on forecasting (and problems encountered with forecasting) completed empirically using EViews software.

Instructor: Prof. Lorenzo Trapani

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


Statcon

EViews Introduction
25th - 26th July 2018
19th - 20th September 2018
Berlin, Germany

This two day training covers the basic concepts of econometrics and time series analysis.

Econometrics is the science of answering economic problems using statistics. Often one will be facing economic theories that should be validated using statistical models based on the right data. Based on that models we are able to run simulations and generate forecasts for multiple different scenarios.

This course introduces the basic statistical tools that are commonly used in econometris. The focus lies on linear regression analysis in the context of time series.

At the same time EViews is introduced. EViews is the number-one software for time series analysis. It is easy to learn and easy to use. Thus it will support you in finding the right econometric models and make the most out of them.

  • Basic features of EViews
  • Answering economic problems with statistical tools
  • Perform simple linear regression
  • Validate the assumptions of statistical methods
  • Set up and interpret time series models in EViews

Requirements: Basic statistical knowledge is usefull but not required. No knowledge of EViews is required.

For further details visit http://www.statcon.de or e-mail vertrieb@statcon.de

EViews Modelling: Complex Models
1st - 2nd August 2018
26th - 27th September 2018  
Berlin, Germany

This two-day-course is an advanced training for the analysis of economic time series data. We start with a recap of basic time series analysis and dynamic models in form of linear regression and ARIMA-models.

As a generalisation of that multivariate regression models and systems of equations are discussed. Vector-Autoregressive (VAR) and Vector-Error-Correction-Models (VEC) are part of the training as a special case of systems of equations.

Final part of the training describes ways to model volatility of time series in form of Autoregressive Conditional Heteroscedasticity-models (ARCH, GARCH).

  • AR, MA and ARIMA models
  • ARDL – Dynamic regression models
  • Systems of Equations
  • VAR – and VEC-models
  • ARCH – and GARCH-models

Requirements: Participants should have a basic understanding of hypothesis testing, regression analysis and time series analysis in general.

For further details visit http://www.statcon.de or e-mail vertrieb@statcon.de

EViews - Scripting
8th September 2018
4th October 2017
Berlin, Germany

This one day course is all about the EViews scripting language. Starting with simple functions (data import, object declaration, ...) the participant becomes familiar with the typical syntax of the EViews scripting language.

The next step is to discuss the typical aspects of a programming language: loops, conditional statements, vectors and matrices. The training will cover database-access as well as graph customization and many real world examples.

  • Automatic data import
  • Overview over objects and commands
  • Loops and conditional statements
  • Database access
  • Vectors and matrices
  • Graph customization

For further details visit http://www.statcon.de or e-mail vertrieb@statcon.de

EcoMod

Macroeconometric Modeling using EViews
25th - 29th June 2018
Prague

Intensive course at the introductory level. This course is tailored for staff developing or using small or medium size macro models and staff involved in forecasting and policy analysis in the central banks, ministries and international institutions.

The course will introduce all the basic tools for constructing and implementing medium-scale macroeconometric models for policy analysis.

Course objective
By the end of the course the participants will have acquired detailed knowledge of and extensive hands-on experience in:

  • the use of EViews
  • econometrics with EViews
  • the structure of macroeconometric models
  • building the database for such models
  • estimating and calibrating the models
  • implementing the model on the computer using EViews
  • formulating scenarios and running policy simulations
  • reporting and interpreting the results

There is a fee for this training.

For further details visit https://ecomod.net/

Cambridge Econometrics

Introductory Econometrics
Dates on demand

Designed for people with a basic knowledge of statistics but probably very little econometrics, and introduces topics in both time series and microeconometrics. Includes: introduction to economic modelling; introduction to statistical concepts and data analysis; OLS properties, assumptions and violations; applied micro and time series examples.

Instructor: Ben Gardiner .

For further details email bg@camecon.com

Microeconometrics
Dates on demand

Aimed at intermediate level (some background knowledge / previous econometrics training). Includes: data analysis techniques; policy analysis; dealing with endogeneity; limited / censored dependent variables; introduction to panel techniques.

Instructor: Ben Gardiner.

For further details email bg@camecon.com

Time Series Econometrics
Dates on demand

Aimed at intermediate level (some background knowledge / previous econometrics training). Includes: data analysis techniques; univariate modelling; structural modelling; single-equation cointegration; multiple-equation cointegration.

Instructor: Ben Gardiner.

For further details email bg@camecon.com

Panel Data Econometrics
Dates on demand

Combines elements from both Microeconometrics and Time Series Econometrics to cover a more advanced set of topics, finishing up by looking at leading-edge developments in the field. Includes: panel data analysis; Unobserved effects panel data estimation; dynamic panel estimation; time series panel estimation.

Instructor: Ben Gardiner.

For further details email bg@camecon.com