Course Outline:

Module 1: Advanced Econometric Modeling Concepts

• Overview of advanced econometric techniques and their applications
• Introduction to EViews Pro: features and enhancements
• Data management and preparation for econometric analysis
• Practical Exercise: Setting up projects and importing datasets in EViews Pro

Module 2: Time Series Econometrics

• Analyzing time series data: trends, seasonality, and cycles
• Conducting unit root and cointegration tests
• Estimating ARIMA and VAR models for forecasting
• Case Study: Application of time series models in economic forecasting
• Practical Exercise: Building and estimating time series models in EViews Pro

Module 3: Multivariate Econometric Techniques

• Exploring multivariate regression models and their interpretation
• Implementing Generalized Method of Moments (GMM) and limited dependent variable models
• Conducting structural equation modeling (SEM)
• Practical Exercise: Estimating and interpreting multivariate models in EViews Pro

Module 4: Forecasting and Model Evaluation

• Techniques for accurate forecasting: methods and strategies
• Evaluating forecast accuracy using various criteria
• Conducting model diagnostics and robustness checks
• Practical Exercise: Forecast evaluation and optimization in EViews Pro

Module 5: Practical Applications and Policy Analysis

• Applying econometric models to real-world economic issues
• Conducting policy simulations and impact analysis
• Real-life Project: Developing and presenting a comprehensive econometric analysis for a chosen economic question