Economic Research Southern Africa (ERSA) is pleased to invite applications for the Skills Development Training Programme in Time-Series Econometrics, tailored for academics, practitioners and postgraduate students (Masters and PhD) with limited training in econometrics and quantitative methods. This training aims to enhance participants’ proficiency in time-series econometric techniques.
Course Overview:
Participants will engage in both theoretical learning and practical application using EViews and RStudio. The programme will provide foundational knowledge in time-series econometrics, ensuring that participants can apply these techniques in empirical research.
Assumed Prior Knowledge:
Participants should be comfortable with basic statistical methods, including the calculation of means, standard deviations, and hypothesis testing (t, z, and F tests). A basic understanding of matrix algebra is recommended. While EViews and R software will be utilised for practical demonstrations, no prior experience with the software is required.
Topics Covered:
- Research orientation and the econometric approach to analysis
- Time-series econometrics (Part 1)
- Data generating processes (DGP), Unit root testing,
- Co-integration, ECM, ARDL estimation, diagnostic testing
- Time-series econometrics (Part 2)
- VAR, impulse response functions (IRFs) and variance decomposition
- Multivariate co-integration, exogeneity and causality, model identification
- Volatility models (ARCH, GARCH, GARCH-M)
Target Participants:
This course is open to academics and postgraduate students (Masters and PhD) in Economics, as well as practitioners and government officials with at least a Masters degree.
Application Process and Requirements:
Interested applicants are requested to apply by completing the application form by 17 March 2025. Application decisions will be communicated by 24 March 2025.
ERSA will cover the domestic travel and accommodation costs for students based at South African institutions. Places are limited to 25 students and funding to attend the workshop is entirely at the discretion of the organiser.
For more information and registration details, please contact Yoemna Mosaval at yoemna.mosaval@econrsa.org.
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