Third-Party Products and Services

East Asia Training & Consultancy

Econometrics I, September 27-28 2010 in Singapore.

(East Asia's description...)

• This seminar focuses on learning and practicing basic econometrics with emphasis on the practice and less emphasis on deep econometric theory.
• The main purposes of the seminar are to introduce econometric theory at a very basic level and to let you apply the methods with the use of real world data.
• Topics include: Methodology of Econometrics, Regression Analysis, Econometric Analysis, Two-Variable Regression Analysis, Population regression function (PRF), Sample Regression Function (SRF), Two-Variable Regression Analysis , Ordinary least squares (OLS), The Gauss-Markov Theorem.

Econometrics II, October 12-13 2010 in Singapore.

(East Asia's description...)

• This seminar is an extension of Econometrics I.
• Topics include: Classical Normal Linear Regression Model (CNLRM), method of Maximum likelihood (ML), the t, c2,and F distributions, Two-variable regression, Functional form of regression models (the log-linear model, semi-log model, reciprocal model), Multiple Regression Analysis, the Cobb-Douglas Production function, Polynomial Regression Models, Multiple Regression Analysis, The likelihood ratio (LR), Wald (W) and Lagarange Multiplier (LM) Tests.

Applied Econometrics, using EViews, October 26-28 2010 in Singapore.

(East Asia's description...)

• The objective of the course is learning to model and estimate various economic causal models for time-series data in a consistent way.
• Hendry’s general-to-specific modelling (GTS) approach will be used in obtaining correct and parsimonious models of various economic phenomenons, like consumption, investment, etc.
• Topics include GTS approach of estimating single equation models, reduced-form and structural models, OLS, GLS, and IV, Residual autocorrelation and heteroskedasticity, Seemingly-unrelated regression model (SUR model), Simultaneous-equation model (SEM), Modelling of short-run error-correction models and long-run models, short-run error-correction models (ECMs)., Engle-Granger and the Johansen approach , VAR models etc.

Econometrics III, November 9-10 2010 in Singapore.

(East Asia's description...)

• This course will present an advanced treatment of econometric principles for cross-sectional, panel and time-series data sets.
• While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalised methods of moments.
• The course will focus on modern econometric techniques, addressing both technical derivations and practical applications.
• Applications in the areas of microeconomics, macroeconomics and finance will be considered.

For further details visit http://www.eastasiatc.com.sg or e-mail enquiry@eastasiatc.com.sg.

STATCON

Introduction to Econometrics with EViews, July 27-30 2010,
in Bad Sooden-Allendorf, Germany

(STATCON's description...)

Econometrics answers economic questions with statistical means. The economic theory provides statistical and econometric models that can be stated and verified using appropriate data sets. Then the models can be used e.g. for simulations or forecasts. This training contains an introduction to econometrics, with a special emphasis on the linear regression model als fundamental model of econometric model building and time series analysis. In addition we introduce the software EViews, an easy to learn software that is very well suited to build and analyse econometric models and time series.

Objectives:

• Introduction to EViews
• Answering economic questions with statistical tests
• Simple, multiple and non-linear regression
• Regression diagnostics
• Build and analyze stationary time series
• Estimate non-stationary time series

Complex econometric models with EViews, July 27-30 2010,
in Bad Sooden-Allendorf, Germany

(STATCON's description...)

In this course we focus on advanced methods for modeling in econometrics. After a review of time series analysis we turn our attention to dynamic regression models that consider the dynamic structure of economic processes. Then we present the simultaneous equation models that allow to deal with several variables and interactions in parallel. This naturally leads to vector models, like VAR (vector autoregressive) and VEC (vector error correction) models. Finally we introduce ARCH and GARCH models for the analysis of financial markets.

Objectives:

• AR, MA, ARMA, ARIMA models
• Simultaneous equation models
• VAR and VEC models
• ARCH and GARCH models

Programming EViews, October 27 2010,
in Bad Sooden-Allendorf, Germany

(STATCON's description...)

In this one-day-training we introduce the programming language of EViews. We start with simple commands that allow you to read and write data, and we show you how you can replace the menus by commands. Then we turn our attention to the classic elements of any programming language, like loops and conditions, or the use of vectors and matrices. In addition you will learn how to use data bases, models and links, objects and graphs and much more. All subjects are illustrated by examples that you will take home as templates.

Objectives:

• Read and write data
• Objects and commands
• Loops and conditions
• Databases and links
• Matrices and vectors
• Working with graphs

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

Timberlake Consultants

The Practice of Econometrics with EViews, July 27-30 2010 at Baruch College, CUNY, New York

(Timberlake's description...)

• Review all major econometric modeling methods
• Provide a practical and systematic approach to the modeling of business and financial time series data
• Provide hands-on experience in building econometric models - each delegate is provided with a computer throughout the course
• Provide an opportunity for you to meet with a panel of experienced modelers to discuss industry-specific applications related to forecasting and time series analysis

Instructor: Dr Paul Turner, Professor at the Department of Economics, Loughbrough

An Introduction to EViews Programming, August 10, at the Centre for Econometric Analysis, Cass Business School, London

(Timberlake's description...)

An introduction to EViews programming to users interested in writing basic to intermediate programs to automate and simplify tasks related to data management, statistics and model building. The course is hands-on and participants will be asked to carry out several exercises.

• FOR-NEXT loops
• Matrix and Vector objects
• WHILE-END loops
• Functions and Subroutines
• Table objects
• Optimisation routines
• IF-THEN-ELSE statements
• Statistical distribution functions

Instructor: Dr Paul Turner, Professor at the Department of Economics, Loughbrough

Econometric Analysis Using EViews, December 15-17, at Lancaster University Management School, Lancaster, UK

(Timberlake's description...)

Coverage of the data analysis, estimation and forecasting facilities offered by EViews, focusing on both time series and panel data techniques, and addressing both theoretical and practical aspects of the topics considered.

• EViews basics
• OLS and MLE
• Diagnostic testing
• Logit and Probit models
• ARCH/GARCH
• Unit root, cointegration and VEC models
• Panel data analysis
• Programming

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

Timberlake Webinars

EViews 7 New Features (Free Online Demo) - July 15 2010

Regression Analysis with EViews - July 21 2010

For further details on the EViews webinars, please e-mail training@timberlake.co.uk.

Textbooks

The following textbook uses EViews examples as a teaching tool. It is available bundled with the EViews 6 Student Version.

• Hill, R. Carter, William E. Griffiths, and Guay C. Lim (2008). Using EViews for Principles of Econometrics, 3rd Edition. John Wiley & Sons, Inc. (368 pages - ISBN: 0-471-78711-2, http://www.wiley.com). (This study guide is designed to accompany the Hill-Griffiths-Lim textbook Principles of Econometrics, 3rd Edition, ISBN: 978-0-471-72360-8.)

The following textbooks use EViews examples as a teaching tool. They are available bundled with the EViews 4.1 Student Version.

• Studenmund, A. H. (2001) Using Econometrics: A Practical Guide, 4th Edition, with EViews 4.1 Student Version software. Addison-Wesley (ISBN: 0-201-71519-8, http://www.mypearsonstore.com/bookstore/product.asp?isbn=0321316495).
• Diebold, Francis X. (2007). Elements of Forecasting, 4th Edition, with EViews 4.1 Student Version software. Thomson/South-Western (458 pages - ISBN: 0-324-32359-X, http://www.thomsonedu.comn.
• Gujarati, Damodar N. (2002). Basic Econometrics, 4th Edition, with EViews 4.1 Student Version software. McGraw-Hill Higher Education Publishing (1002 pages - Book ISBN: 0-072-56570-5, EViews Package ISBN: 0-072-47852-7, http://www.mhhe.com/economics/gujarati4).
• Gujarati, Damodar N. (2006). Essentials of Econometrics, 3rd Edition, with EViews 4.1 Student Version software. McGraw-Hill Higher Education Publishing (553 pages - Book ISBN: 0-072-97092-8, EViews Package ISBN: 0-073-13851-7, http://www.mhhe.com/economics/gujaratiess3.
• Schmidt, Stephen J. (2005) Econometrics, with EViews 4.1 Student Version software. McGraw-Hill Higher Education Publishing (427 pages - Book ISBN: 0-079-98316-7, Book+EViews Package ISBN: 0-074-25489-8, http://highered.mcgraw-hill.com/sites/0072535237/information_center_view0).

Other Books

The following books use EViews to generate tables, graphs and examples. EViews routines for selected examples may also be provided in the book.

• Favero, Carlo A. (2001). Applied Macroeconometrics. Oxford University Press (280 pages - ISBN: 0-19-877583-0 (Hardback), 0-19-829685-1 (Paperback)).
• Godley, Wynne and Marc Lavoie (2006). Monetary Economics: An Integrated Approach to Credit, Money, Income, Production and Wealth. Palgrave MacMillian (576 pages - ISBN: 0-23-050055-2 (Hardback)). EViews examples: http://gennaro.zezza.it/software/eviews/gl2006.php.
• Seiler, Michael J. (2004). Performing Financial Studies: A Methodological Cookbook. Prentice Hall (432 pages - ISBN: 0-13-047981-0).
• Vogelvang, Ben (2005). Econometrics Theory and Applications with EViews. Pearson Education (363 pages - ISBN: 0-273-68374-8).
• Heij, Christiaan, Paul de Boer, Philip Hans Franses, Teun Kloek, and Herman K. van Dijk (2004). Econometric Methods with Applications in Business and Economics. Oxford Press (780 pages - ISBN: 13: 978-0-19-926801-6)

• Datastream (http://www.thomsonreuters.com) - Datastream offers access to an unrivaled set of historical financial content that allows users to investigate the correlations and relationships of global economic indicators and asset classes. You have the ability to blend together different content sets and better understand how indicators in one field impact another.

• EcoWin - The EcoWin Economic & Financial database contains more than 180,000 series and consists of global economic and financial data covering more than 100 countries worldwide, as well as aggregates such as: Euro Zone, Europe, Africa, Americas and World. Data are collected from more than 700 primary sources: national statistical offices, central banks, financial exchanges, and private institutes, as well as other data sources.

  EcoWin add-on databases include data from: Bank of England, Bundesbank, Bureau of Economic Analysis, Bureau of Labor Statistics, I-N Information Systems, NIER Sweden databases, OECD databases, Statistics Denmark, Dow Jones equity Indices, Financial Times Equities and Funds, Zacks, etc.

  Direct access to all of the EcoWin database requires the EViews Enterprise Edition.

• FactSet (http://www.factset.com) - FactSet Research Systems is a leading provider of global financial and economic information. FactSet combines hundreds of databases from industry-leading suppliers and clients' own proprietary data into a single powerful information system. With EViews, FactSet users can access any time series data to which they currently have a subscription.

  Users must upgrade to EViews 6 in order to access FactSet data.

• Haver Analytics (http://www.haver.com) - Haver Analytics specializes in database and software products for economic analysis and business decision-making. Haver Analytics maintains more than 150 economic and financial databases from over 550 government and private sources. Databases cover the U.S., states, metro areas and counties, Canada, Europe, Japan, Australia, New Zealand, China and other emerging markets. Haver Analytics is the sole provider of Oil & Gas Journal Energy Database and also maintains key third party data including forecast databases covering the world economies.

  Three of Haver Analytics' databases are offered in EViews format directly from QMS. Specifically: U.S. Economic Statistics (USECON) for broad U.S. economic and financial data, U.S. National Accounts (USNA) which offers detailed U.S. national income and product accounts and US1+, a database of 750 series covering important economic and financial indicators. These databases are delivered by QMS on CD.

  Alternately, up-to-the-minute data for all 150+ Haver databases can be used directly in the EViews Enterprise Edition with delivery from Haver via the DLX® software.

• IHS Global Insight (http://www.globalinsight.com) - IHS Global Insight offers a variety of economic, financial, and industrial level databases. For example, QMS is a reseller of DRI Basic Economics, which consists of data series on finance & banking, national income accounts, prices, labor statistics, manufacturing, construction & trade, industrial production, capacity & productivity, etc. Both IHS Global Insight databases (DRI Basic Economics and DRI Basic Mini) purchased through QMS may be accessed directly from within either the EViews Standard Edition or the EViews Enterprise Edition. Other databases will require the EViews Enterprise Edition for direct access.

• Moody's Economy.com (http://www.economy.com) - Economy.com provides economic, financial and demographic time series from around the world.