Macroeconomic data modeling practical Training: Structural multivariate models (VAR and VECM), Panel data models with direct application on Eviews

Interest and purpose of the training

• Acquire all the basic functions of econometric methods with Eviews.
• Estimate and interpret the results of an autoregressive vector model with or without a long-term equilibrium relationship.
• Prediction and Simulation

Course outlines

i. Structural Econometrics Multivariate models: SVAR and VECM

• Presentation of the main commands under Eviews: the basic tools
• Univariate analysis of the main statistical properties of the time series
• Stationary Multivariate Dynamic Analysis: VAR Models
• Constrained Multivariate Dynamic Analysis: VECM Models
• SVAR Models: Theoretical Foundations and Application

ii. Econometrics of Static, dynamic and non-stationary Panel data

• Panel Data Manipulation
• The statistical properties of the panel data
• Estimate and tests in a static frame
• The violation of classical assumptions about disturbances
• Dynamic models on panel data

Useful Information