Seminars and Courses

Although IHS EViews provides its own EViews training options, the following EViews related products and services may be of interest to members of the EViews community. Note that the descriptions and links for third–party products, semiars and courses are strictly informative and provided by the third–party service provider. This is not an endorsement by IHS EViews.

Timberlake Consultants 

Macroeconomic Density Forecasting & Nowcasting (UK)
3 days (6th November 2019 – 8th November 2019)
Cass Business School, UK

Whether you deal with forecasting at a Central Bank, public institution, bank or consultancy firm; or you use forecasting techniques in your research, this is the perfect course to bring you up to date with the latest methods in the forecasting profession. We begin softly by reviewing some classic time series methods and standard point and density forecasting tools (fan charts), but rapidly turn to the state–-of–the–art forecasting methods such as Mixed Frequency Data Sampling (MIDAS), Regime (or Markov) Switching models, and Bayesian forecasting techniques.

The focus will be more on the empirical implementation of the techniques than on their theoretical underpinnings. The techniques will be illustrated with several empirical applications, and then implemented in EViews 10. While experience in forecasting is advantageous, the course is equally suitable for professionals who have just recently began to forecast macroeconomic and financial indicators. We are flexible and the course can easily be accommodated to the level of the participants. Previous knowledge and experience in econometrics is however, essential.

This course is aimed at:

  • Economists and statisticians at Central Banks, public institutions, financial institutions, consultancy firms, or firms who deal with forecasting in their daily work.
  • Academics and research economists who use, or are interested in forecasting techniques for their research.
  • Professionals involved in rating activities.

Instructor: Dr. Andrea Carriero (Queen Mary, University of London)

For further details visit http://www.timberlake.co.uk or e–mail training@timberlake.co.uk

Panel Data Methods and Factor Models with EViews
2 days (13th November 2019 – 14th November 2019)
Cass Business School, UK

This two–day course will explore two important topics in Econometrics; Panel Data estimation and the use of factor models in economic forecasting and analysis.

This course will acquaint the student with modern panel data techniques including their use for standard stationary panels, dynamic panels and the broad area of non stationary panels. By the end of the two day course the participants should be able to; understand the structure of a panel data set and know the two ways to define such data sets in EViews. Estimate fixed and random effect models and construct Hausman tests between the two formulations. Conduct standard hypothesis tests. Understand the importance of stationarity for panels and use panel stationarity test. Test cointegration for a panel.

Factor analysis allows us to concentrate the important information contained in a large number of data series into a relatively small number of artificial factors which may be used for various purposes. Factor analysis begins with the single factor model which is estimated in state space form using the Kalman filter. It progresses to the multifactor models using principal components. It then combines these two into the dynamic facto model. These techniques are becoming increasingly important as we move into a world of ‘Big’ data.

Instructor: Professor Stephen Hall, School of Business, University of Leicester

For further details visit http://www.timberlake.co.uk or e–mail training@timberlake.co.uk

Time Series Modelling & Forecasting using EViews
(Online Course)
Half day-14 Novemvber 2019
Cass Business School
London, UK

Our online Time Series Analysis with EViews course provides a complete introduction to time series modelling and forecasting with EViews. It provides a practical understating of a wide range of time series models used in various fields including macroeconomics and financial applications and strong background in forecasting.

Instructor: Dr. Malvina Marchese

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


Regime Switching Models with EViews
(Online Course)
Half day-21st Novemvber 2019
Cass Business School
London, UK

Our web based Regime Switching models with EViews course provides a complete introduction to modelling and forecasting Regime Switching models in EViews. It provides a sound and practical understating Threshold models, Markov-switching models and Smooth Transition autoregressive models used in economic and financial applications and strong background in forecasting. The course targets researchers, practitioners and policy makers who are interested in gaining an in-depth knowledge of Regime Switching models and learning how to use them in their research.

Instructor: Dr. Malvina Marchese

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


The Midas Touch: Mixed Data Frequency Models in EViews
(Online Course)
Half day-28th Novemvber 2019
Cass Business School
London, UK

Our online MIDAS Models with EViews course provides a complete introduction to mixed data sampling (MIDAS) regression models in EViews. MIDAS are used in macroeconomic and financial modelling and forecasting. The course targets researchers, practitioners and policy makers who are interested in gaining an in-depth knowledge of MIDAS techniques and learning how to use them in their research.

Instructor: Dr. Malvina Marchese

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


Volatility Modelling using EViews
(Online Course)
Half day-10th December 2019
Cass Business School
London, UK

This online course using EViews provides a complete introduction to modelling and forecasting volatility models in EViews. The course provides a sound and practical understanding of the GARCH model and its more advanced extensions such as the EGARCH, the TARCH, the APARCH and the IGARCH models used in time series and financial applications, together with a strong background in forecasting. The course targets researchers, practitioners and policy makers who are interested in gaining an in-depth knowledge on how to model volatility in time series and how to use the GARCH class of models in their current or future assignments.

Instructor: Dr. Malvina Marchese

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


VAR and VEC Models with EVews
(Online Course)
Half day-25th March 2020
Cass Business School
London, UK

Our online VAR Models in EViews course offers a complete introduction to VAR and VEC models and their practical use in EViews. It provides a data oriented and practical understating of restricted and unrestricted VARs, Bayesian VARs, cointegrated VARs and VEC models and forecasting with VARs. All topics are demonstrated with macroeconomic data examples. The course targets researchers, practitioners and policy makers who are interested in gaining an in-depth knowledge of VAR models and learning how to use them in their current or future assignments.

Instructor: Dr. Malvina Marchese

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk


Cambridge Econometrics

Introductory Econometrics
Dates on demand

Designed for people with a basic knowledge of statistics but probably very little econometrics, and introduces topics in both time series and microeconometrics. Includes: introduction to economic modelling; introduction to statistical concepts and data analysis; OLS properties, assumptions and violations; applied micro and time series examples.

Instructor: Ben Gardiner .

For further details email bg@camecon.com

Microeconometrics
Dates on demand

Aimed at intermediate level (some background knowledge / previous econometrics training). Includes: data analysis techniques; policy analysis; dealing with endogeneity; limited / censored dependent variables; introduction to panel techniques.

Instructor: Ben Gardiner.

For further details email bg@camecon.com

Time Series Econometrics
Dates on demand

Aimed at intermediate level (some background knowledge / previous econometrics training). Includes: data analysis techniques; univariate modelling; structural modelling; single-equation cointegration; multiple-equation cointegration.

Instructor: Ben Gardiner.

For further details email bg@camecon.com

Panel Data Econometrics
Dates on demand

Combines elements from both Microeconometrics and Time Series Econometrics to cover a more advanced set of topics, finishing up by looking at leading-edge developments in the field. Includes: panel data analysis; Unobserved effects panel data estimation; dynamic panel estimation; time series panel estimation.

Instructor: Ben Gardiner.

For further details email bg@camecon.com