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EViews - Complex Models

Ort : Inhouse
Contents: AR, MA and ARIMA models, ARDL - Dynamic regression models, Systems of Equations, VAR and VEC models, ARCH and GARCH models
Description

Product information "EViews - Complex Models"

Course: Advanced Time Series Analysis with EViews

In this two-day course, you will learn advanced models for time series modeling and their application in econometrics. You will be equipped to understand and apply dynamic models, simultaneous equation models, as well as finance-specific models like ARCH and GARCH.

Course Content:

๐Ÿ“Š Review of Time Series Analysis โ€“ Basic models and techniques of time series analysis in econometrics
๐Ÿ“Š AR, MA, ARMA, and ARIMA Models โ€“ Construction and application of classical time series models
๐Ÿ“Š ARDL Models โ€“ Dynamic regression models and their use for analyzing long-term relationships
๐Ÿ“Š Simultaneous Equation Models โ€“ Representation of interactions between multiple variables in a model
๐Ÿ“Š VAR (Vector Autoregressive) and VEC (Vector Error Correction) Models โ€“ Multivariate time series analysis to model complex economic relationships
๐Ÿ“Š ARCH and GARCH Models โ€“ Models for analyzing volatility and time dependence in financial markets

Requirements:
๐Ÿ“Œ Basic knowledge of statistical hypothesis testing and linear regression
๐Ÿ“Œ Knowledge of using EViews, as taught in the course โ€œIntroduction to Econometrics with EViewsโ€

๐Ÿ•’ Course Duration: 2 days

๐Ÿ”น Sign up now and deepen your knowledge in time series analysis with EViews!

Details

AR, MA, ARMA und ARIMA Modelle ARDL - dynamische Regressionsmodelle Mehrgleichungsmodelle VAR und VEC Modelle ARCH und GARCH Modelle

Teilnehmer sollten bereits ein grundlegendes Verstรคndnis von statistischen Hypothesentests, linearer Regression und der Bedienung von EViews haben. Diese Kenntnisse kรถnnen in unserem Kursย Einfรผhrung in die ร–konometrie mit EViewsย erworben werde

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