- 12 Sections
- 40 Lessons
- 35 Hours
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- 1. Time Series Data Sources5 ItemsLearn to extract macroeconomic, financial, and institutional data from authentic global sources.
- 2. Time Series Data Processing4 ItemsMaster essential transformations for time series data to make it ready for modeling and analysis.
- 3. Classical Time Series Analysis3 ItemsUnderstand long-term patterns, seasonal effects, and business cycles in time series.
- 4. Stationarity4 ItemsLearn to differentiate between trend and difference stationary series, and test for unit roots.
- 5. Uni-variate Time Series Modeling4 ItemsBuild and forecast models using single-variable time series methods.
- 6. Structural Breaks3 ItemsDetect breaks in economic relationships due to policy changes, crises, or events.
- 7. Co-integration3 ItemsExplore long-run equilibrium relationships between time series variables.
- 8. Multi-variate Time Series Modeling3 ItemsMove beyond uni-variate analysis by building systems of interrelated time series.
- 9. Advanced Multi-variate Time Series Modeling3 ItemsModel structural and regime-switching behavior in time series data.
- 10. Diagnostic Tests6 ItemsEnsure your models are well-specified and assumptions are met.
- 11. Volatility Modeling2 ItemsStudy conditional heteroscedasticity and model financial volatility using ARCH & GARCH frameworks.
- 12. Software Application (STATA & EViews)0 ItemsEach concept includes hands-on implementation using real data in STATA and EViews. Includes replication of standard results from published studies and real-time policy data.
ARCH Models
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