Advanced Econometrics: Single Equation Models

Cost: $225

Advanced Econometrics: Single Equation Models is a three hour and 30 minutes (split into two sessions: 1 hr and 45 minutes) webinar covering the following topics*:

ARCH/GARCH.
  • Estimating ARCH and GARCH models.
  • Working with ARCH models: Diagnostic and model procedures.
  • Other ARCH models (IGARCH, EGARCH, TARCH).
Cointegrating Equations in EViews.
  • Testing for cointegration in single equation models.
  • Estimating a cointegrating regression.
Instrumental Variable Models.
  • TSLS: Two-Stage Least Squares (including AR, MA, Non-linear).
  • LIML: Limited Information Maximum Likelihood.
  • GMM: Generalized Method of Moments.
Estimation with Structural Change.
  • OLS with break (parameter changes).
  • Switching regression and Markov Switching.

*Syllabus subject to change at any time.