- JTC Economics+Finance, LLC

Excellence in Professional Training since 1988

Seminars

EViews Training

Date: June 2,3,4th, 2008 (Monday – Wednesday)
Time: 8:30 AM – 5:00 PM
Location: 60 East 42nd Street, 33rd Floor
New York, NY 10165
Price: $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, CFPÒ, CFAÒ, 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, June 2

EViews Bootcamp is a ‘hands on’ introduction to the power of EViews econometric software version 5.1 or 6.0 for data handling, manipulation, analysis and presentation. We recommend you take EViews Bootcamp even if you have considerable experience with EViews as it covers many productivity enhancing ‘tricks.’

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 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

Financial Regression Analysis and Forecasting: Tuesday June 3rd

Financial Regression Analysis and Forecasting is an intermediate course. The objective is to demonstrate and teach the regression capabilities of EViews using financial applications.

Topics covered in Financial Regression Analysis and Forecasting include:

Time Series Regression; Application to Stock Betas
Regression with Robust Standard Errors
GARCH models of time-varying volatility
Residual Diagnostics and Modeling
VARs: estimation of, forecasting, and Granger causality
Monte Carlo Simulation of Alternative Portfolio Allocations’ Impact on Wealth

Macroeconomic Regression Analysis and Forecasting: Wednesday, June 4th

Macroeconomic Regression Analysis and Forecasting is an intermediate course. The objective is to demonstrate and teach the regression capabilities of EViews using macroeconomic applications.

Topics covered in Macroeconomic Regression Analysis and Forecasting include:

Cross-section Regression
Regression with Robust Standard Errors
Hypothesis Testing
Model Selection: Nesting and Testing
Univariate Time Series Models
Residual Diagnostics
Serial Correlation Correction and Modeling
ARMA
Forecasting with Univariate Model

Required Equipment and Software:

Participants are required to bring their own laptop with EViews 5.1 or 6.0, 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