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.
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.
|Recent events by Enterprises University of Pretoria||City||Date posted|
|Shopping Centre Management||Pretoria||- 25 Oct 2020 to 31 Oct 2020|
|Course in basic financial investigation||Pretoria||- 26 Oct 2020 to 30 Oct 2020|
|Short course in Human Resources Management||Pretoria||- 26 Oct 2020 to 30 Oct 2020|
|Short course in rolling stock technology||Pretoria||- 26 Oct 2020 to 28 Oct 2020|
|Human Resources Management||Pretoria||- 26 Oct 2020 to 30 Oct 2020|
|Rolling Stock Technology||Pretoria||- 26 Oct 2020 to 30 Oct 2020|
|Course in Basic Financial Investigation||Pretoria||- 26 Oct 2020 to 30 Oct 2020|
|Short course in Rolling Stock Technology||Pretoria||- 26 Oct 2020 to 30 Oct 2020|
|Short course in performance auditing||Pretoria||- 27 Oct 2020 to 29 Oct 2020|
|Short course in aerial surveying for 3-D surface modelling and detailed mapping||Pretoria||- 28 Oct 2020 to 30 Oct 2020|