Lecturer: Dr. Peren Arin (Zayed University, Abu Dhabi, UAE and Centre for Applied Macroeconomic Analysis, Canberra, Australia)
Date: 24-27 June 2013
Venue: TU Dresden
Course requirements: written exam (2 hours) or research proposal (to be completed within a month). Further details will be provided during the course.
Registration: via email: firstname.lastname@example.org
This course is aimed to familiarize its participants with some commonly used empirical methods used in business-related subjects, particularly in economics and finance and the statistics /econometric software like STATA and E-Views.
Requirements for a certificate: Students can either choose to take the exam (recommended for more junior students), or to submit a research proposal 1 month later (recommended for more senior PhD students).
Day 1: Monday, June 24, 1pm-5pm, SCH C161
Types of Data Used in Econometrics
Basic Statistical Methods
Basic Regression Analysis
Interpreting Regression Coefficients
Interpreting Regression Diagnostics
2. Regression with Crosssection data and related problems
Endogeneity (Stochastic Regressors) and Two-Stage Least Squares
Day 2 : Tuesday, June 25, 1pm-5pm, ifo Institute (Einsteinstrasse 3)
3. Regression with Panel Data: Random Effects versus Fixed Effects
Fixed Effects, Random Effects
Dynamic Panel Models
Day 3: Wednesday, June 26, 9am-1pm, SCH C161
4. Time Series Analysis
Univariate Time-Series Analysis: ARMA models
Multivariate Time Series Analysis and VAR models: Contemporaneous Restrictions, Long-Run Restrictions and Structural VARs
E-Views and RATS applications.
Modelling Volatility: ARCH and GARCH models
Day 4: Thursday, June 27, 9am, SCH C161
Written exam (2 hours)
For any comments or any other issues that concern the seminar please e-mail Kerim.email@example.com