Description:

This 3-Day National Online Workshop explores the application of econometrics in analyzing time series data. Researchers will learn the fundamental principles in Econometrics to make inferences and predictions based on time-dependent data. The course covers topics such as Serial Correlation, Stationarity and Cointegration, and Heteroskedasticity and Volatility Modeling.

Dates: 9-11 September 2024
Time: 7:00 - 9:00 PM

Key Highlights:

• Fundamental econometric techniques
• Time series data analysis
• Forecasting methods

What you will learn:

• Econometrics: Introduction and Basic Concepts
  Serial Correlation in Time Series Analysis —a fundamental concept that can make or break your data interpretation.
• Stationarity and Cointegration
  Key techniques to ensure your time series data is robust and reliable, essential for drawing accurate conclusions.
• Heteroskedasticity and Volatility Modeling
  Crucial for handling complex datasets, making your research more credible and publishable.

Relevance and Benefits:

• For Faculty Members: Equip yourself with advanced tools to guide your students and contribute cutting-edge research to your field.
• For Research Scholars: Gain essential skills that will strengthen your thesis, making your research stand out in academic circles.

Overall Benefit: By the end of this workshop, you'll have a solid foundation in applying econometrics to time series analysis, empowering you to tackle complex research questions with confidence.