About the program:
The workshop aims to provide researchers with the necessary skills to apply econometric techniques effectively in the dynamic fields of finance and economics, emphasizing the importance of data-driven decision-making for impactful policymaking. Through hands-on sessions, the workshop covers both basic and advanced concepts and techniques of time series and panel data analysis
Five-days workshop - Modules:
• Cross Section Data – Model Estimation, Hypothesis Testing and Inference
• Time Series Data – NonStationarity, Unit Root Test
• ARMA, ARIMA, Granger Causality, Vector Autoregressive Processes
• Cointegration, VECM, ARCH and GARCH Models
• Introduction to Panel Data: Structure, Pooled Model, Error Components Model
• Fixed Effects Model, Random Effects Model, Probability Tests, Model Selection (Hausman Test)
• Panel Data – Heteroskedasticity, Autocorrelation
• Linear Dynamic Panel Data Model
• Instrumental Variable, GMM Estimation
• Panel Data Unit Root Test, Panel Data Cointegration Test
Click here for the detailed Brochure
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