| Sessions |
Date/topics: |
I
II
III |
Monday (06.12.04):
Basic Econometrics I
Regression I: 2 Variable model, BLUE, t test, F test, R2'Prediction
Regression II: 3 variables, and functional forms
Econometric Soft wares: A Review |
IV
V
VI
VII |
Tuesday (07.12.04): Basic Econometrics
II
Multiple Regression
Hands-on: Regression and Testing Procedures
Heteroscedasticity and Multicollinearity
Hand-on |
VIII
IX
X
XI |
Wednesday (08.12.04): Basic Econometrics
III
Auto correlation, stationarity and testing for stationarity
Hands-on
Dummy Variables
Hands-on |
XII
XIII
XIV
XV |
Thursday (09.12.04): Panel data
and Dummy Variable Models
Dummy Dependent Variable Models
Hands-on
Panel Data models
Hands-on' |
XVI
XVII
XVIII |
Friday (10.12.04): Simultaneous
Equations Models
Simultaneity Bias, Identification, Reduced Form
Estimations Methods: IV, 2SLS, etc.
Hands-on |
XIX
XX
XXI
XXII |
Saturday Day (11.12.04): Time Series
Econometrics I
ARIMA
Hands-on: ARIMA
ARCH/GARCH models
Hands on: ARCH/GARCH model |
XXIII
XXIV
XXV
XXVI |
Monday (13.12.04): Time Series Econometrics
II
V AR Model: Estimation, Impulse Response and Variance Decomposition
Hands-on: V AR
Co integration and Error Correction Models {Engle-Granger
and Johanson Methods.
Hands-on |
XXVII
XXVIII |
Tuesday (14.12.04): Applied Neural
Network Analysis
Theory I & II (High Frequency Data like Exchange Rate/Stock
Prices, Models)
Hands-on |
XXIX
XXX |
Wednesday (15.12.04): Macro-econometric
Models
Macro-econometric Models (Part I & II)
Hands-on |
