A 6-WEEK COURSE ON

TIME SERIES ECONOMETRICS WITH STATA/EVIEWS

Objectives: This 6-week course will equip participants (students, researchers, policy analysts) with the concepts and applications of selected topics in time series econometrics. In addition, participants will gain an understanding of using specialized statistical and econometric software such as Eviews and Stata. As a demonstration of their learning, participants will be encouraged to present a short empirical analysis on selected topics of interest.

WHO CAN DO IT?

Undergraduate degree in Economics/Statistics is required.  Basic computer skills for using STATA/EVIEWS is preferable but not mandatory. [see the registration form at the bottom]

COMPUTER REQUIREMENTS

Topics Covered:

WEEK 1: A Review of Some Statistical Concepts: AR, MA and ARIMA Modeling of Time Series Data
WEEK 2: Unit root tests
WEEK 3: Cointegration and Error-Correction Modelling
WEEK 4: Vector Autoregression
WEEK 5: Forecasting
WEEK 6: Presentation by Participants

Participants must bring their own laptops installed with the software they need.  Classes will be held in after hours during weekdays or on weekends – at a stretch for 3 hours a week.

About the Faculty: Dr. Syed A. Basher is a Senior Asian Fellow at Asian Center for Development, Dhaka and an Associate Professor of Economics at East West University.  He teaches undergraduate and graduate level econometrics courses and has published numerous scientific papers applying various time series econometric techniques. Further information about him can be found at: www.syedbasher.org

Recommended Reading:

• Chapters 21 and 22 in “Basic Econometrics” by Damodar Gujarati and Dawn Porter, Fifth Edition 2009, McGraw-Hill. Offers a textbook treatment of the topics covered in this course.
• “Time Series Data Analysis Using Eviews” by I Gusti Ngurah Agung, 2009, John Wiley & Sons.
• “Introduction to Time Series Using Stata” by Sean Becketti, 2013, Stata Press.

COURSE FEE: 13,000.00 taka including VAT
COURSE BEGINS: 3RD WEEK OF SEPTEMBER
COURSE ENDS: 4TH WEEK OF OCTOBER

REGISTRATION FORM