Third-Party Products and Services

Timberlake Consultants

2013 Forecasting Summer School 10-14 June, in London UK

(Timberlake's description...)

The Forecasting Summer School comprises a series of five 1-day courses. Participants are invited to attend between one and all four courses from those listed below:

• 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 of Cass Business School, City University London. and Dr Marwan Izzeldin, Lancaster University

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

The Practice of Econometrics with EViews 22-25 July, in New York City, USA

(Timberlake's description...)

This course provides a review and practical guide to several major and popular econometric methodologies used in time-series and panel data analysis. Topics include:

• Classical Linear Regression Model.
• Diagnostic testing.
• ARIMA Models.
• Non-Stationary Time-Series.
• VAR Analysis.
• Error Correction Models.
• Cointegration Analysis.
• Panel Data Analysis.
• Estimating and Setting up a Model Within EViews.
• Dynamic and Static Solutions of a Model.

Instructor: Prof. Sean Holly of the University of Cambridge.

For further details visit : http://www.timberlake-consultancy.com or e-mail info@timberlake-consultancy.com

Introduction to EViews Programming 26th July, in London, UK

(Timberlake's description...)

The objective of this introductory, 1-day course is to provide 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. EViews users who have not taken advantage of EViews programming facilities will immensely benefit from the course. The course is hands-on and participants will be asked to carry out several exercises. All example codes and completed exercises will be handed to the participants at the end of the course. Topics will include:

• FOR - NEXT loops
• WHILE - END loops
• Write formatted output to a table Object
• IF-THEN-ELSE statements
• Statistical distribution functions
• Matrix and Vector objects in EViews
• Functions and Subroutines
• Optimisation routines
• Practical Sessions

Instructor: Dr Paul Turner, Loughborough University.

For further details visit : http://www.timberlake-consultancy.com or e-mail info@timberlake-consultancy.com

East Asia Trading Company

Advanced Econometric Methods using EViews, 16th-18th April in Jakarta, Indonesia.

(EATC'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.

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

Macroeconomics and Financial Modeling using EViews, 08-10th May in Singapore

(EATC's description...)

Topics will include:

• Applied Regression Analysis (Linear regression, Dynamics, Dummy variables, Causality analysis, VARs).
• Nonstationary Models (Unit roots, Cointegration, VECs).
• Model Evaluation (Forecasting, Simulation, Impulse response functions.

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

Financial Econometrics with EViews, 28-30th May in Singapore.

(EATC's description...)

The focus will be on the statistical modeling of financial time series (asset prices and returns) with an emphasis on non-normal distributions for asset returns, modeling volatility and correlation, risk measurement and management techniques, high frequency data and continuous time models.

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

EcoMod

Introduction to Macroeconometric Modeling using EViews, July 8th - July 12th, in Brussels, Belgium.

(EcoMod's description...)

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.

• Use of EViews.
• Econometrics with EViews.
• 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.

Instructor: Jean-Louis Brillet.

For further details visit http://www.ecomod.net.

Statcon

Introduction to Econometrics with EViews, 27-28th May, in 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.

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

EViews Programming Basics, 3rd June, in Germany

(Statcon's description...)

This course gives you the skill to realize different tasks using the EViews scripting language. Apart from programming basics the creation of EViews Add-Ins is handled in this training.

Objectives: using EViews scripting language for routine jobs (e.g. automatic data import) creating interactive scripts using EViews GUI-elements (dialogs) creation and customization of graphs and tables using the EViews scripting language.

Prerequisites: This training neither discusses statistical concepts nor the handling of EViews. For new EViews users the training "Introduction to Econometrics with EViews" is recommended. This training uses EViews 7. Some topics of this training cannot be done in older versions.

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

Complex econometric models with EViews, 4-5th June, in 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.
• ARDL - dynamic modelling.
• Simultaneous equation models.
• VAR and VEC models.
• ARCH and GARCH model.

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

Quantec

Econometrics for the Practitioner, 3rd-7th June at the University of Pretoria, SA.

(Quantec's description...)

This is a practical course that focuses on hands-on experience in empirical estimation, interpretation and evaluation of economic relationships. The aim is to reconcile economic theory with practice, thereby empowering delegates with analytical skills and a hands-on approach to decision-making processes.

For further details visit www.quantec.co.za/software/training/eviews

Econometric Analysis of Cointegration, 18th-21st June, at the University of Pretoria, SA.

(Quantec's description...)

The course provides delegates with knowledge of appropriate modelling techniques for time-series data when unit roots are present in the data (ie data is non-stationary), a problem that applied economists encounter in almost all economic time-series applications. Attention is also given to the advanced econometric techniques of cointegration and error correction models, with the emphasis on their empirical application, and the notion of multivariate cointegration is discussed and applied.

For further details visit www.quantec.co.za/software/training/eviews

Economic Indicators: Monitoring the SA Economy, 10th-14th June, at the University of Pretoria, SA.

(Quantec's description...)

The short course provides delegates with knowledge of the available data sources and appropriate techniques to measure the macroeconomic performance of the South African economy. The central focus is on extracting meaningful information from the different types of economic indicators available in the daily press and specialist data collection institutions.

For further details visit www.quantec.co.za/software/training/eviews

Econometric Analysis of Panel Data, 24th-28th June, at the University of Pretoria, SA.

(Quantec's description...)

This course is of an applied nature and focuses on hands-on experience in estimation, interpretation and evaluation of economic relationships, within a panel data context. The course covers techniques applicable to both stationary and non-stationary panel data sets, and includes an introduction to both one-way and two-way error component models (either including individual-specific or period-specific (time) effects, or both). Hypothesis testing includes tests for poolability, fixed effects, random effects, specification, serial correlation and heteroscedasticity, as well as a discussion on the correction thereof.

For further details visit www.quantec.co.za/software/training/eviews

Haver Analytics

EViews Bootcamp, Monday, June 24th at 60 East 42nd Street, New York, USA

(Haver's description...)

• EViews navigation: importing data (time series, cross-section and panel data), transforming series, graphing, exporting output to Word and Excel, descriptive statistics.
• Using the Command window as well as ‘Mouseland’ to navigate.
• Powerful data import features in EViews 5.1 or 6.0, including importing Haver Analytics data.
• Data transformations including the new auto update series features.
• Calculating means, variance, covariances, and moving averages.
• Basic regressions and exporting estimation results to Excel-based models.
• P-values and their extensive use in EViews.
• Introduction to robust standard errors and hypothesis testing.

Instructor: Robert McNown, Ph.D, professor of Economics and Director of the Program on International Affairs, University of Colorado. Fulbright Lecturer and Scholar in economics and econometrics, Stanford Calderwood Teaching Award winner.

For further details e-mail pete@haver.com

Econometric Tools, June 25th-26th 2011 at 60 East 42nd Street, New York, USA.

(Haver's description...)

• Regression with Robust Standard Errors.
• Hypothesis Testing.
• Model Selection: Nesting and Testing, Akaike and Schwarz information criteria.
• Univariate Time Series Models, Estimation and Forecasting.
• Serial Correlation Correction.
• ARMA models.
• Simulating stochastic processes: Monte Carlo.
• Stationarity issues.
• Simple programs for carrying out repetitive tasks.
• Vector autoregressions: Estimation and forecasting.
• Granger Causality.

Instructor: Robert McNown, Ph.D, professor of Economics and Director of the Program on International Affairs, University of Colorado. Fulbright Lecturer and Scholar in economics and econometrics, Stanford Calderwood Teaching Award winner.

For further details e-mail pete@haver.com

Textbooks

The following textbooks use EViews examples as a teaching tool. They are 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.)
• Studenmund, A. H. (2006) Using Econometrics: A Practical Guide, 5th Edition, with EViews 6 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 6 Student Version software. Thomson/South-Western (458 pages - ISBN: 0-324-32359-X, http://www.thomsonedu.com.

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

• 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)).
• Jean-Louis Brillet (2011). Structural Economic Modeling: Methodology and Tools with Applications using EViews. Note this book is available for free.
• 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 IHS EViews. 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 on CD-ROM.

  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, IHS Global Insight offers 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.

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