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 stationarity is provided; the econometric techniques of co-integration and errorcorrection models are revised in single equations (residual-based co-integration), with emphasis on their empirical application; and the notion of multivariate co-integration is discussed and applied.
Contact Details

Contact Person: 

Client Information Centre
Course Details

Course Duration: 

5 days


R 17150.00

Course fee Includes: 

Course fees include all course material, refreshments and lunch on contact days.