Time Series Econometrics using Stata and R

Time Series Data is frequently evaluated by faculty and professional researchers to deduce short and long run relationships, to test the trends and volatility, to find any nonlinearities in the relationships or finding any eventual factors affecting the nature of relationships and hence all of the above conditions as affecting the power of their forecasting power. The course introduces and develops from basic to the advanced techniques to deal with different types of time series data, whether low frequency (yearly, quarterly, monthly, weekly) or high frequency (daily or hourly), identify the exact model to apply and hence deduce the exact relationship for forecasting purposes. Furthermore, the course will help the audience to develop advanced Econometric modeling skills also applicable in a range of areas from Economics and Finance.