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 

Econometrics Summer School, Cambridge
1st August 2022 – 6th August 2022 (Cambridge, UK)

Machine learning is a relatively new approach to data analytics, which places itself in the intersection between statistics, computer science, and artificial intelligence. Its primary objective is that of turning information into knowledge and value by “letting the data speak”. Machine learning limits prior assumptions on data structure, and relies on a model-free philosophy supporting algorithm development, computational procedures and analytical solutions. This course is a primer to our "Machine Learning Techniques in EViews short-course.

Instructor: Prof. Andrew Harvey, Prof. Sean Holly, Dr. Melvyn Weeks and Dr. Rutger Lit.

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


Statcon

EViews Introduction
• 20th – 21th July 2022
• 29th – 30th September 2022
Berlin, Germany

This two day training covers the basic concepts of econometrics and time series analysis...

This course introduces the basic statistical tools that are commonly used in econometris. The focus lies on linear regression analysis in the context of time series.

At the same time EViews is introduced. EViews is the number-one software for time series analysis. It is easy to learn and easy to use. Thus it will support you in finding the right econometric models and make the most out of them.

  • Basic features of EViews
  • Answering economic problems with statistical tools
  • Perform simple linear regression
  • Validate the assumptions of statistical methods
  • Set up and interpret time series models in EViews

Requirements: Basic statistical knowledge is usefull but not required. No knowledge of EViews is required.

For further details visit http://www.statcon.de or e-mail vertrieb@statcon.de


EViews Modelling: Complex Models
• 3rd – 4th August 2022
• 3rd – 4th October 2022
Berlin, Germany

This two-day-course is an advanced training for the analysis of economic time series data. We start with a recap of basic time series analysis and dynamic models in form of linear regression and ARIMA – models.

As a generalisation of that multivariate regression models and systems of equations are discussed. Vector–-Autoregressive (VAR) and Vector–Error–Correction–Models (VEC) are part of the training as a special case of systems of equations.

Final part of the training describes ways to model volatility of time series in form of Autoregressive Conditional Heteroscedasticity–models (ARCH, GARCH).


  • AR, MA and ARIMA models
  • ARDL – Dynamic regression models
  • Systems of Equations
  • VAR – and VEC – models
  • ARCH – and GARCH – models

Requirements: Participants should have a basic understanding of hypothesis testing, regression analysis and time series analysis in general.

For further details visit http://www.statcon.de or e-mail vertrieb@statcon.de

EViews – Scripting
• 5th October 2022
Berlin, Germany

This one day course is all about the EViews scripting language. Starting with simple functions (data import, object declaration, ...) the participant becomes familiar with the typical syntax of the EViews scripting language.

The next step is to discuss the typical aspects of a programming language: loops, conditional statements, vectors and matrices. The training will cover database–access as well as graph customization and many real world examples.


  • Automatic data import
  • Overview over objects and commands
  • Loops and conditional statements
  • Database access
  • Vectors and matrices
  • Graph customization

For further details visit http://www.statcon.de or e–mail vertrieb@statcon.de

Requirements: Participants should be used to work with EViews and have a basic unterstanding of EViews workfiles and objects (e.g. series, equations). Basic programming experience is useful but not required.



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