Course Overview
EViews:
As mentioned in course objective, 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. Observations, interpretations, predictions and conclusions are explained then and there on the examples as we proceed through the training. The course also emphasizes on the regression models, and AIMS to also cover Auto-Correlation, Co-Integration and ARCH (Auto Regressive Conditional Heteroscedasticity) models
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 4 sub-courses details of which are bulleted below, with brief description
Course 1: Eviews and Its Application to Econometrics Modelling: This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software. Whilst its important to develop understanding of econometrics/quantitative modelling concepts, its equally important to be able to implement it using suitable software packages. This course fills the gap between understanding the concepts and implementing them practically
Course 2: Descriptive Statistics, Means, Standard Deviation and T-test – This course explains descriptive statistics concepts which will act as building blocks to subsequent courses
Course 3: Correlation Techniques – Correlation techniques explain relationships across variables and are important in explain the model fitment in regression courses
Course 4: Regression modelling — Regression modelling forms the core of Predictive modelling course. The core objective of this course is to provide skills in understand the regression model and interpreting it for predictions. The associated parameters of the regression model will be interpreted and tested for significance and test the goodness of fit of the given regression model
Course Objective:
This course aims to provide econometrics/quantitative/predictive modelling skills pertaining to Finance.
Target Customers:
This course is not focused on specific set of sectors and domains because it can used by professionals across sectors. However, 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.