معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

"Quantitative Analysis Using E-views"


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
معتز جمال عبد المجيد الوشاح
2018-02-19 2018-02-22 16:30 20:00 عمان 14

(Objectives / الأهداف)

:

- Provides participants with a selective review of basic econometric concepts, their application in economics and finance and their implementations using the EViews software.

 - Introduce participants to ARMA modelling and forecasting, vector autoregressive model and impulse response analysis, cointegration and error-correction model estimation, and GARCH modelling of financial volatility.


(Contents / المحتويات)

:

- Why Econometrics Analysis ?

- Descriptive analysis.

- Ordinary Least Squares.

-Statistical issues:

- Multicollinearity:

-Detection.

-Remedial measures.

- Heteroscedasity:

-Detection.

-Remedial measures.

- Autocorrelation:

-Detection.

-Remedial measures.

- Granger causality.

-Time series analysis.

- Stationarity.

- Unit root tests.

- Autoregressive model (AR).

- Moving Average model (MA).

- Autoregressive moving average model (ARMA).



(Participants / المشاركون)

:

- Economic researchers; model builders; financial modellers; arbitrage traders; quantitative investment analysts; traffic modellers; budget analysts; financial analysts; market researchers; currency & interest rates strategists and policy planners & researchers.