Econometrics Class Seminar, eViews Tutorial

Excellence in Professional Training since 1988

Seminars

Dates:        March 12, 13, 14th (Monday – Wednesday)
Time:          8:30 AM – 5:00 PM
Location:  60 East 42nd Street, 33rd Floor
                       New York, NY 10165
Cost:           $850/one day; $1,600/two days; $2,200/three days
                       Discounts are available for multiple participants from the same firm/institution.

Instructor: John T. Cuddington, CFP®, CFA®, Ph.D. President of JTC Economics+FinanceLLC
and the William J. Coulter Professor, Division of Economics and Business, Colorado School of Mines.

Class size will be small and content tailored to fit participants’ interests. The teaching approach is interactive and practical, with the instructor discussing relevant concepts and then working through examples of model selection, estimation and forecasting with illustrative macroeconomic and financial datasets.

EViews Bootcamp: Monday, March 12

EViews Bootcamp is a ‘hands on’ introduction to the power of EViews econometric software version 6.0 or 7 for data handling, manipulation, analysis and presentation. We highly recommend you take EViews Bootcamp even if you consider yourself to be an experienced EViews user, as we’ll work with Haver databases using EViews and you’ll learn to write EViews programs.

Topics will include:

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 6.0 or 7, 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

Econometric Tools: Tuesday and Wednesday, March 13 – March 14th

Econometric Tools is a two-day intermediate course. The objective is to review fundamental econometric concepts and teach their implementation with a wide selection of the advanced econometric tools available in EViews.

Tuesday’s topics will include:

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

Wednesday’s topics will include:

Simulating Stochastic Processes; Monte Carlo
Stationarity Issues
Simple Programs for Carrying out repetitive tasks
Vector Autoregressions: Estimation and Forecasting
Granger Causality
Impulse Response Analysis

Required Equipment and Software:
Participants are required to bring their own laptop with EViews 6.0 or 7, Excel and the Adobe Acrobat Reader programs installed. Other course materials will be provided. Those without a licensed copy of EViews can make arrangements to have a 30-day demo copy of the program installed. Ideally, participants should have the Enterprise Edition of EViews to enable direct access to Haver Analytics databases.

Miscellaneous:

Breakfast, lunch and coffee will be provided.
Course size is limited.

For more information please contact:

Paul LeBlanc
Product Manager
Phone: +1 212 986 9300
E-mail: paul@haver.com

Cancellation Policy:

Cancellations received prior to two full business days before the date of the seminar will be honored. For cancellations received after the two day deadline but before the date of the seminar the full fee less $150 will be converted to a transferable, nonrefundable credit to be applied toward a future seminar. Any credits issued must be used within one year. If notification of cancellation is not received prior to the first day of the seminar the full fee is payable. Note: Colleague substitution permitted with no penalty.