This course deals with econometric modelling, estimation, and testing of relationships and models for time series data with main focus on methods for handling non-stationary time series. A necessary technical background will be established throughout the course that includes introduction to stationarity and non-stationarity concepts, ARMA- and VAR-modelling, deterministic and stochastic trends, integrated and cointegrated variables, unit roots, and identification. The course also covers the importance of VAR-models for econometric modelling. The course emphasises applications concerning modelling, estimation, policy analysis and forecasting.
You will learn to…
No specific requirements
This course has been specifically designed for companies training their employees.
Where do you want to study this course?
London, E14 9SH, This is a distance learning course
9:30am - 5:30pm, Any time
14 hours, 2 days
Distance without attendance , Part-time
Qualification awarded by the course provider
Beginner Intermediate Advanced
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