Project on EViews – Multivariate Modeling

Understanding Econometrics Modeling concepts such as Multivariate modeling using Eviews, pertaining to Finance and Financial markets.

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 2h 36m | 14 Videos | 65082 Views |   Expert| English[Auto-generated]

Multivariate Modelling Concepts – Advanced EViews #2:

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 aims to also cover Univariate modelling ARMA concepts, Multivariate modelling concepts, Auto-Correlation with methodologies such as Durbin – Watson statistic, Breusch – Godfrey and Lagrange Multiplier test, VAR (Vector Auto-Regressive) modelling, Long run modelling concepts, Unit root testing, Johansen testing, Error correction modelling, Co-Integration testing and ARCH (Auto Regressive Conditional Heteroscedasticity) models such as GARCH, EGARCH, TGARCH models.

Multivariate modelling course aims to explain 2 – step OLS implementation techniques (simultaneous equations) on time series data studying exogenity and endogenity concepts and their inter-dependence and inter-relationships

Multivariate modelling concepts includes the following:

• Need for multivariate modelling concepts
• Understanding exogenity concepts
• Estimation procedures for simultaneous equations and their 2 – stage explanation
• Examples

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.

• 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

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