Advanced Course in Time–Series Econometrics

This 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 non-stationarity is provided; and the econometric techniques of co-integration and error correction modelling are revised in single equations (residual-based co-integration), with emphasis on their empirical application.

The main focus of the course is however on the theory and application of multivariate co-integration. The course concludes with a discussion on the application of volatility models. The course takes place in a computer lab on the main campus of the University of Pretoria. Delegates use Eviews version 10 for practical applications.

Date: 09 November 2020 to 13 November 2020
Venue: Pretoria
Cost: R 16 000.00

Contact: Client Information Centre
Company name: Enterprises University of Pretoria
Telephone number: +27 12 434 2500
Email address az.ca.pu.sesirpretne@ofni

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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