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EncartaLabs

Econometric Modelling

( Duration: 5 Days )

The objective of Econometric Modelling training course is to present a comprehensive tools and techniques for managerial decision making including problem of cost estimation, market size determination, sales projection, stock price prediction, etc. It has two parts. First part deals with regression-based modeling, which captures the behavior of variable through a structural model based on theory. The second part deals with time series modeling, which concentrates on the dynamic characteristics of economic and financial data. The tentative subject outline is described below.

  • Statistics and Maths knowledge
  • 2 years Work experience is recommended.

COURSE AGENDA

Day 1

  • Introduction to Econometric Modelling
  • Structure of Econometric Modelling
  • Univariate Econometric Modelling
  • Probability Theory
  • Hypothesis Testing

Day 2

  • Introduction to Bivariate Econometric Modelling
  • Reliability of Bivariate Econometric Modelling
  • Introduction to Trivariate Econometric Modelling
  • Introduction to Multivariate Econometric Modelling
  • Matrix Approach to Econometric Modelling

Day 3

  • Constraints of OLS Estimations
  • Multicollinearity Problem
  • Autocorrelation Problem
  • Heteroscedasticity Problem
  • Dummy Regression Modelling

Day 4

  • Qualitative Response Regression Modelling
  • Panel Data Modelling
  • Simultaneous Equation Modelling
  • Structural Equation Modelling
  • Basics Of Time Series Modelling

Day 5

  • Unit Roots Test
  • CoIntegration Test
  • Granger Causality Test
  • Volatility TimeSeries Models
  • Vector Autoregressive Models

Encarta Labs Advantage

  • One Stop Corporate Training Solution Providers for over 6,000 various courses on a variety of subjects
  • All courses are delivered by Industry Veterans
  • Get jumpstarted from newbie to production ready in a matter of few days
  • Trained more than 50,000 Corporate executives across the Globe
  • All our trainings are conducted in workshop mode with more focus on hands-on sessions

View our other course offerings by visiting https://www.encartalabs.com/course-catalogue-all.php

Contact us for delivering this course as a public/open-house workshop/online training for a group of 10+ candidates.

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