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.
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.
Factor Analysis.
  • Factor Specification and Estimation.
  • Working with Factor Objects.

*Syllabus subject to change at any time.