Econometrics: Eviews and Risk Simulator Training Course

Introduction

General Econometrics Concepts

• Grasping the fundamental concepts of Econometrics
• Understanding variables and measurement methods
• Overview of probability and confidence levels
• Statistical inference and percentiles
• Theoretical probability distributions
• Significance testing and confidence interval methods
• Working with asymmetry
• Kurtosis
• ANOVA

Regression Analysis

• Core concepts of regression
• Understanding linear regression
• Regression estimation techniques
• Regression inference
• Comprehending statistical assumptions
• Assumption violations and implications testing
• Understanding spurious regression
• Familiarity with regression models
• Transforming variables
• Interpreting coefficients
• Linear and non-linear regression models

Time Series Analysis

• Components of time series data
• Various decomposition methods
• Understanding trends, cycles, and seasonality
• Conducting stationarity tests
• Interpreting graphs and correlograms
• Performing unit root tests
• Transforming non-stationary time series
• Stationary processes
• Understanding complex transformations in models
• Economic and time series forecasting

Neural Networks

• Understanding neural network concepts and methodologies
• Neural network structure and composition
• Overview of machine learning
• Supervised versus unsupervised learning
• Comparing machine learning and econometrics

Financial Risk Modeling

• Measuring risks
• Probability of occurrence
• Understanding the coefficient of variation
• Risk-adjusted capital

Markov Chain and Monte Carlo Simulation

• Understanding the concepts of simulation and modeling
• Distribution of fits and probability
• Creating profiles
• Random and outcome variables

Project Evaluation

• Defining project selection criteria
• Understanding the elasticity of demand
• Assessing project economic feasibility
• Risk breakeven analysis
• Understanding net flow
• Utilizing analytical tools
• Stress analysis

Summary and Next Steps