Practical Econometrics for Researchers, Beginners and Advanced-Level Users (PERBA)

Practical Econometrics for Researchers, Beginners and Advanced-Level Users (PERBA) is strictly about hands-on applied econometrics. A “Do-As-I-Do” approach is adopted to engage enrolees/users. This course will cover topics from beginner category to advanced econometrics with practical real-life applications. You will be able to finish your dissertations/theses and manuscripts and interpret your results with greater confidence. Topics will include but not limited to the following: Classical Linear Regression Model, Dummy Variables, Causality Models, Limited Dependent Variable Models, Cointegration and Error Correction Models, Time-Varying Coefficient Models, Dynamic Heterogeneous Panels, Threshold Analysis, Quantile and Inter-Quantile Analysis, Distributed Lag Models, Structural Equation Models, Time Series Modelling and Forecasting, Duration Models, Modelling Long-Run Relationships, Modelling Volatility and Correlation, Switching and State Space Models, Traditional Panel Data Models, Panel Cointegration, Difference-in-Difference Models, Cross-Sectional Analysis…and so much more!

Overall Learning Outcomes:

1. Improved use of econometric software

2. Modelling economic and financial data

3. Report writing

4. Self-testing assessments

5. Results interpretation