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 

2017 EViews Summer School
19th – 23rd June 2017
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.

  • Course 1: EViews Basics
  • Course 2: Atheoretical Models in EViews
  • Course 3: Non-Stationary Time Series Analysis in EViews
  • Course 4: Topics In Eviews I: Volatility Models and Panel Data
  • Course 5: Topics In Eviews II:Logit/Probit models/Programming

Instructor: Dr. Lorenzo Trapani (Cass Business School)

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


2017 Econometrics Summer School:
Course 2 Macroeconomic Modelling & Forecasting
17th – 19th July 2017
University of Cambridge
Cambridge, UK

This course is designed to cover the elements of economic theory and econometrics that are needed to construct a macroeconometric model that can be used for forecasting and for macroeconomic policy analysis.

Instructor: Prof. Sean Holly (University of Cambridge)

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


2017 EViews Forecasting Summer School
24th – 28th July 2017
Cass Business School
London, UK

The 2017 EViews Forecasting Summer School, taking place at Cass Business School, London, UK comprises a series of five 1-day courses running consecutively between 24-28 July 2017.

  • Course 1: Introduction to EViews
  • Course 2: Univariate Forecasting with EViews
  • Course 3: Multivariate Forecasting with EViews
  • Course 4: Forecasting Non-stationary Series
  • Course 5: State-space Modelling in EViews

Instructor: Dr. Lorenzo Trapani (Cass Business School)

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


VAR Analysis Using EViews
18th – 20th September 2017
Cass Business School
London, UK

This is an intermediate to advanced course on the practice (and some elements on the theory) of Vector AutoRegression. 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.

  • Day 1: Stationary VARs
  • Day 2: Non-Stationary VARs
  • Day 3: Structural VARs and foundations of time-varying VARS

Instructor: Dr. Lorenzo Trapani (Cass Business School)

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


Islamic Banking and Finance Summer School
27th – 28th September 2017
Lancaster University Management School
Lancaster, UK

GOLCER Islamic Banking and Finance Summer School in collaboration with Timberlake presents an innovative and versatile programme which has been designed for those seeking to embark upon, or are currently enrolled in, postgraduate research in Islamic finance. It offers an opportunity for researchers and practitioners to better inform themselves about the tools and procedures necessary to undertake research in this area.

Participants are introduced to theoretical and empirical aspects underlying Islamic banking; and comparisons are drawn with conventional banking and financial systems. The contemporary practice of Islamic banking and its impact upon efficiency, risk-taking, capital markets and regulation are discussed. Great emphasis is placed upon hands-on exercises and case studies that allow participants to fully understand each learning point. This is achieved by a series of EViews/Stata Lab sessions. All participants receive a certificate of attendance.

The Objectives of the course are as follows:

  • Introduce the jurisprudential and theoretical foundations of Islamic Banking and Finance.
  • Provide an update on the regulatory framework of Islamic banking and finance.
  • Introduce the tools required in modern statistical analysis of Islamic economic and financial indicators.
  • Provide an overview of the Islamic financial products and their structure.
  • Conventional banking: Friend or Foe? Analysis of benefits and threats to Islamic banking.
  • Demonstrate how to present, interpret and analyse information based on financial and banking data.
  • Demonstrate how applied research in Islamic finance is undertaken and also to appreciate the use of econometric modelling.
  • Highlight current issues facing Islamic banking and financial sector.

Instructors: Professor Jill Johnes, University of Huddersfield; Professor Mike Tsionas, Lancaster University; Dr Marwan Izzeldin, Lancaster University; Dr Vasileios Pappas, University of Bath; Dr Marwa Elnahas, Newcastle University Business School; Sheik Faizal Manjoo, Markfield Institute for Higher Education; Dr Momna Saeed, GOLCER, Lancaster University; Gerry Steele, Lancaster University

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


Macroeconomic Density Forecasting & Nowcasting
23rd – 25th October 2017
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 9. 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.

Instructor: Dr. Andrea Carriero

For further details visit London course / New York course or e-mail training@timberlake.co.uk


Forecasting & Macroeconomic Modelling Using EViews
27th – 29th November 2017
Cass Business School
London, UK

Three–day course to be held at Cass Business School, City University London, UK. The course will be delivered interactively using the internationally used software package EViews 9.

DAY 1

  • Taught Session 1: Using EViews For Time Series Forecasting
  • Practical Session 1: Estimation And Forecasting Using A Single Time Series
  • Taught Session 2: Stationarity And Forecasting
  • Practical Session 2: Dealing With Non-Stationary Time Series

DAY 2

  • Taught Session 3: Estimation And Diagnostic Testing
  • Practical Session 3: Estimation And Diagnostic Testing
  • Taught Session 4: Cointegration
  • Practical Session 4: Testing For Cointegration

DAY 3

  • Taught Session 5: Vector Autoregressions
  • Practical Session 5: Estimating Var Models And Using The Johansen Test
  • Taught Session 6: Setting Up A Model And Generating Forecasts And Simulations
  • Practical Session 6: Constructing A Model

Instructor: Prof. Sean Holly (University of Cambridge)

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


Statcon

EViews Introduction
7th - 8th September 2017
23rd - 24th November 2017
Berlin, Germany

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

The course is aimed for anyone who has just started to learn EViews software.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.

  • Introduction to EViews
  • Basic features of EViews
  • Answering economic problems with statistical tools
  • Perform simple, multiple and non-linear regression
  • Regression diagnostics
  • Validate the assumptions of statistical methods
  • Set up and interpret time series models in EViews
  • Estimate non-stationary time series

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 - Scripting
21st September 2017
7th December 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

EViews Modelling: Complex Models
14th - 15th September 2017
30th November - 1st December 2017
Berlin, Germany

This course is intended for those who already have collected some experiences with EViews. Model specification and validation are at heart of the course in the context of models within and beyond the standard linear (multiple) regression framework. Besides the classical AR, MA, ARMA, ARDL modelling techniques, more advanced topics such as Simultaneous Equations Models (SEM), Vector Autoregression Models (VAR), Vector Error Correction Models (VEC) and Generalized Linear Models (GLM) will be covered.

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

Clear Future Consulting

EViews Bootcamp
January 27th, 2017
Denver, Colorado, USA

This popular 1-day course is designed for both the beginner and seasoned EViews user. "EViews Bootcamp" introduces participants to the EViews interface. The morning session is devoted to ensuring participants can navigate EViews, import data from various sources, create graphs and tables that can be exported to external documents, and produce summary statistics from EViews data. The afternoon session dives deeper into data analysis covering the basics of analyzing both cross-section and time-series data. Topics covered include: data transformations, summary statistics, significance tests, hypothesis tests, and how to perform regressions in EViews.

Instructors: Dr. Abdel Zellou and Dr. Daniel Jerrett

For further details visit http://clearfutureconsulting.com/events or e-mail info@clearfutureconsulting.com

Forecasting with EViews

February 15–17th, 2017
Denver, Colorado, USA

February 22–24th, 2017
Sacramento, California, USA

March 15–17th, 2017
San Francisco, California, USA

“Forecasting with EViews” is a 3-day seminar focusing on applied econometric forecasting. Participants will engage with EViews throughout the program building a series of forecasting models. Topics include: univariate ARMA models, multivariate VAR/FVAR models, nonstationarity, unit roots, co-integration, and VECM models. In addition, participants will learn model selection methods and forecasting evaluation.

Day 1: Introduction to EViews and time series econometrics. This first day can be taken as a stand-alone course. It is a “hands on” introduction to the EViews econometric software with a focus on data handling, on understanding the EViews environment and on the application to time series analysis.

Day 2: Univariate models and nonstationarity

Day 3: Multivariate models

Instructors: Dr. Abdel Zellou and Dr. Daniel Jerrett

For further details visit http://clearfutureconsulting.com/events or e-mail info@clearfutureconsulting.com

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