Advanced Econometrics: System Estimation and Multivariate Analysis
Cost: $225
System Estimation and Multivariate Analysis is a three hour (split into two 1.5 hour sessions) webinar covering the following topics*:
System Estimation. |
- Specifying and estimating systems in EViews (SUR, TSLS, WTSLS, 3SLS, GMM).
- Working with systems in EViews.
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VAR/VEC Models. |
- Estimating VARs in EViews.
- Working with VARs: Diagnostics and tests.
- Impulse responses and variance decomposition.
- Testing for cointegration in systems.
- VEC models: Estimation and analysis.
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Factor Analysis. |
- Factor Specification and Estimation.
- Working with Factor Objects.
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*Syllabus subject to change at any time.