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EViews — Advanced Time Series Econometrics


This course tackles modelling techniques for time-series data when unit roots exist in the data. An outline of the technical characteristics of time-series data and the concept of stationarity is provide. We will study econometric models, Vector autoregressive (VAR) models, and methods that are useful to conduct substantive empirical research in macroeconomics.


3 days


This course would be best suited for researchers and analysts in any of the following fields of economic application: financial markets, socio-economics and health, development economics, public finance and tax policy or international trade and finance.


Overview of residual-based co-integration

  • Data generating processes
  • Stationary vs. non-stationary time series
  • Co-integration in single equations (Enge-Granger)
  • Error-correction models (ECM)

Multivariate co-integration

  • Vector autoregressive (VAR) models
  • Impulse response functions and variance decomposition
  • Johansen co-integration methodology
  • Vector error-correction models (VECM)


The instructor led trainings are delivered using a blended learning approach and comprises of presentations, guided sessions of practical exercise, web based tutorials and group work. Our facilitators are seasoned industry experts with years of experience, working as professional and trainers in these fields. All facilitation and course materials will be offered in English. The participants should be reasonably proficient in English.


Upon successful completion of this training, participants will be issued with an Indepth Research Services (IRES) certificate.


The venue of the training includes IRES training Centre or another location chosen by the group or in-house for corporates. For locations outside IRES training Centre, the participants are required to have laptops where the software and other materials for the training will be loaded.


Payment should be transferred to IRES account through bank on or before C.O.B 17th June 2019.

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Mob: +254 715 077 817

Tel: 020 211 3814


Payment for the all courses includes a registration fee, which is non-refundable, and equals 15% of the total sum of the course fee.

  1. Participants may cancel attendance 14 days or more prior to thecommencement date.
  2. No refunds will be made 14 days or less to the training commencement date. However, participants who are unable to attend may opt to attend a similar training at a later date, or send a substitute participant provided the participation criteria have been met.

Please Note: The program content shown here is for guidance purposes only. Our continuous course improvement process may lead to changes in topics and course structure.

Event Properties

Event Duration 3 Days
Event Date 24-06-2019
Event End Date 26-06-2019
Cut off date 17-06-2019
Individual Price(Kenyan) KES 46,999
Individual Price (International) EUR 539
Individual Price(International in Dollars) USD 627
Location Nairobi, Kenya
We are no longer accepting registration for this event
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