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.

Statcon

EViews Modelling: Complex Models
20th - 21st September 2019  
3rd - 4th July 2019  
18th - 19th September 2019  
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
28th March 2019
15th August 2019
26th September 2019
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

Requirements: Participants should be used to work with EViews and have a basic unterstanding of EViews workfiles and objects (e.g. series, equations). Basic programming experience is useful but not required.

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