Course Overview
1h 47m | 12 Videos | 63948 Views | 
Expert| English[Auto-generated] Advanced EViews #5 – Modelling Longrun Relationships – Stationarity And Unit Root Testing:
Eviews – Econometrics modelling course aims to provide quantitative/econometrics modelling skills typically/specifically in Finance sector. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, and studying tests and effects. The course picks theoretical and practical datasets for econometrics/quantitative/predictive analysis. Implementations are done using Eviews software. The course employs wide variety of examples and datasets ranging from stock prices from BSE Sensex, mutual funds NAV’s, foreign exchange datasets for Pound Sterling, Swiss Franc, Australian Dollar, and commodities such as Gas, and Gold, and futures prices of Singapore Nifty
This course covers theoretical aspects of Stationarity and unit root testing concepts, and Dickey-Fuller tests. It discusses test cases with/without intercept and trends, and its interpretation.
The training will include the following;
- Theory on Stationarity and unit root testing
- Implementation of unit root testing using Eviews with/without intercepts/trends
- Examples
Target Customers:
This course is clearly focused on FINANCE sector typically financial markets, commodities and forex markets and therefore, the list of professionals bulleted below should be able to make the best use of it
- Students
- Quantitative and Econometrics Modellers, Financial markets professionals
- CFA’s and Equity Research professionals
Pre-Requisites:
Detailed in course description below, prior knowledge of Quantitative Methods AND Econometrics techniques, MS Office and Paint is desired.
Essential skillsets – Prior knowledge of Quantitative methods and MS Office, Paint
Desired skillsets — Understanding of Data Analysis and VBA toolpack in MS Excel will be useful
The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Furthermore, the course is distributed across sub-courses details of which are bulleted below, with brief description.
