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Advanced Econometrics for Finance Course

INTRODUCTION

While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalized methods of moments.

The course focuses on modern econometric techniques, addressing both technical derivations and practical applications. Applications in the areas of microeconomics, macroeconomics and finance will be considered.

DURATION

5 Days

WHO SHOULD ATTEND?

  • Financial Analysis
  • Business Entrepreneurs
  • Accountants
  • Bookkeepers
  • Business managers
  • Investment officers
  • Managing directors

COURSE OBJECTIVES

At the end of this IRES training seminar, you will learn to:

  • Understanding various econometric methods for analyzing financial data
  • Be able to implement these methods using the R language
  • Know how to interpret statistical results correctly and draw appropriate conclusions
  • Be able to critically evaluate empirical academic research in finance

TOPICS TO BE COVERED

  • Linear regression model
  • Methods to deal with endogeneity in corporate finance (e.g. instrumental variables, differences-in-differences)
  • Tools for time series analysis and forecasting (e.g. AR and VAR models, predictive regressions, out-of-sample forecasting)
  • Modelling market volatility (e.g. GARCH, realized volatility).
  • Stock return predictability,
  • Empirical testing of the CAPM and other asset pricing models, and Value-at-Risk.

METHODOLOGY

The instructor led trainings are delivered using a blended learning approach and comprise 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.

ACCREDITATION

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

TRAINING VENUE

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

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

TAILOR- MADE

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: +254715077817, +254(020) 211 3814 or mail This email address is being protected from spambots. You need JavaScript enabled to view it.

PAYMENT

Payment should be transferred to IRES account through bank on or before C.O.B. 27th April 2020.

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

CANCELLATION POLICY

Payment for 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 04-05-2020
Event End Date 08-05-2020
Cut off date 27-04-2020
Individual Price(Kenyan) KES 69,000
Individual Price (International) EUR 790
Individual Price(International in Dollars) USD 920
Location Nairobi, Kenya
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