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EViews— Time Series Econometrics


This is an applied course which focuses on hands-on experience in estimation, interpretation and evaluation of economic relationships. It aims at reconciling economic theory with practice thereby empowering delegates with analytical skills and a hands-on approach to the decision-making processes.


5 days


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


At the end of the course the learners will be able to have knowledge on:

  • Introduction to the concepts of regression (ordinary least squares estimation) and statistical inference.
  • Violations of the classical linear regression model that are often encountered in applied econometric work and the consequences of these violations
  • Practical ways of detecting (diagnostic testing) and solving these problems.
  • Various applications of regression analysis, such as forecasting and policy simulation
  • Practical implications of employing non-stationary data in estimation
  • Detection of unit roots in the underlying data-generating processes
  • Concepts of residual-based co-integration and error-correction modelling.


  1. Principles and methodology of econometric analysis
  2. Introductory statistics
  3. Basics of regression analysis
  4. Single equation estimation
  5. Violations of the classical assumptions
  6. Regressions including dummy variables
  7. Non-stationarity and unit root testing
  8. Residual-based (Engle-Granger) co-integration
  9. Error correction models
  10. Simulation (forecasting and policy analysis)


Participants should be reasonably proficient in English. Applicants must live up to Indepth Research Services (IRES) admission criteria.


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 Servithces (IRES) certificate.


The training is residential and will be held at IRES Training Centre. The course fee covers the course tuition, training materials, two break refreshments, lunch, and study visits.

All participants will additionally cater for their, travel expenses, visa application, insurance, and other personal expenses.


Accommodation is arranged upon request. For reservations contact the Training Officer.

Email:This email address is being protected from spambots. You need JavaScript enabled to view it..  

Mob: +254 715 077 817

Tel: 020 211 3814


This training can also be customized for your institution upon request to a minimum of 4 participants. You can have it delivered in our training centre or at a convenient location.

For further inquiries, please contact us on Tel: +254 715 077 817, +254 (020) 211 3814 or mailThis email address is being protected from spambots. You need JavaScript enabled to view it.


Payment should be transferred to IRES account through bank on or before C.O.B 9th September 2019.

Send proof of payment to This email address is being protected from spambots. You need JavaScript enabled to view it.


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 the training commencement 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 5 Days
Event Date 16-09-2019
Event End Date 20-09-2019
Cut off date 09-09-2019
Individual Price(Kenyan) KES 69,000
Individual Price (International) EUR 790
Individual Price(International in Dollars) USD 920
Location Nairobi, Kenya
We are no longer accepting registration for this event
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