Advanced Econometrics: Single Equation Models
Cost: $225
Advanced Econometrics: Single Equation Models
is a three hour and 30 minutes (split into two sessions: 1 hr and 45 minutes) webinar covering the following topics*:
ARCH/GARCH. |
- Estimating ARCH and GARCH models.
- Working with ARCH models: Diagnostic and model procedures.
- Other ARCH models (IGARCH, EGARCH, TARCH).
|
Cointegrating Equations in EViews. |
- Testing for cointegration in single equation models.
- Estimating a cointegrating regression.
|
Instrumental Variable Models. |
- TSLS: Two-Stage Least Squares (including AR, MA, Non-linear).
- LIML: Limited Information Maximum Likelihood.
- GMM: Generalized Method of Moments.
|
Estimation with Structural Change. |
- OLS with break (parameter changes).
- Switching regression and Markov Switching.
|
*Syllabus subject to change at any time.