What you'll learn:
- Understanding the concepts of data.
- Explaining the properties of the OLS.
- Estimating the different econometrics tools used in time series data.
- Determining the basic economics models and interpreting them.
In this course, you will learn:
How to collect, import, and structure data (World Bank, IMF, WDI, Panel Data)
Understanding types of data and preparing datasets for analysis
Testing for stationarity: Unit Root Tests & data transformations
Building & interpreting OLS regression models in EViews
Classical Linear Regression Model (CLRM) assumptions explained clearly
Advanced regression tools: Chow Test, Bai-Perron, Bry-Boschan
Detecting & solving econometric issues: Heteroscedasticity, Multicollinearity, Autocorrelation
Estimation & applications of ARDL Models, VAR, VECM & Cointegration Tests
Causality tests: Granger, Johansen, Dumitrescu-Hurlin, Toda-Yamamoto
Deep dive into Panel Data Analysis: Fixed/Random Effects, GMM, FMOLS, DOLS, PMG
Modeling volatility with ARCH & GARCH (and extensions)
Forecasting, impulse responses, and dynamic modeling for policy & research
Introduction to Machine Learning in Econometrics (LASSO, Random Forests, Big Data handling in EViews)
Why This Course?
Comprehensive – Covers both classical and modern econometric methods.
Hands-on – Every concept demonstrated directly in EViews with real data.
Research-Oriented – Designed for publishing-level analysis (thesis, research papers, reports).
Step-by-Step Learning – Starts from the basics and gradually advances to complex models.
Practical Assignments & Quizzes – Test your knowledge as you progress.
Who Should Enroll?
Undergraduate & Graduate Students in Economics, Finance, and Business
PhD Scholars & Researchers preparing econometric models for publications
Policy Analysts & Data Professionals applying econometrics in real-world decision-making
Anyone who wants to master EViews for econometric modeling
By the End of This Course:
You will be able to confidently analyze time series and panel data, detect econometric issues, apply advanced models, and present results like a professional researcher.
This will equip you with the skills to excel in academic research, consulting, and policy analysis.
