Advanced Course in Time–Series Econometrics

Upcoming course

The Econometric Analysis of Cointegration short course addresses modelling techniques for time-series data when unit roots are present in the data. An overview of the technical characteristics of time-series data and the concept of stationarity will be shared, along with the econometric techniques of co-integration and error correction models are revised in single equations (residual-based co-integration), with an emphasis on their empirical application and the notion of multivariate co-integration is discussed and applied. Find out more about this course here.

Date: 11 November 2019 to 15 November 2019
Venue: Pretoria
Cost: R16,000

Contact: Client Information Centre
Company name: Enterprises University of Pretoria
Telephone number: +27 12 434 2500
Email address

Enterprises University of Pretoria

Having played a profound part in the history of South Africa for more than 100 years, the University of Pretoria boasts a lasting legacy that endures through a cluster of innovative and multidisciplinary services rendered through Enterprises University of Pretoria (Pty) Ltd.

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