About IIT Patna
IIT Patna is an institute of National importance by an Act of the Indian Parliament in 2008. It is ranked 108 among BBRICS nations by the QS World University Rankings of 2018. It is ranked 24 among engineering colleges in India by the National Institutional Ranking Framework in 2018IIT Patna’s campus is located at Bihar.
About the Course
The Course on Time Series Econometrics with STATA is organised by the Department of Humanities & Social Sciences, IIT Patna from Dec 7-8, 2019. The purpose of the course is to equip participants with technical knowledge to use time series data scientifically and use the findings to corroborate or correct existing theories of varied field of economics and other social science subjects.
Objective of Course
Today’s era of ample information necessitates its scientific analysis for a fruitful and practical proposal in intellectual domains of Economics, Finance and other streams of Management and Social Sciences. Time series variables occupy a vast space in this fertile land of information which needs special treatment. This CEP course aims at training aspiring researchers, academicians and corporate practitioners to filter and analyse time-series data with a broader objective of precise forecasting and policy prescription.
Themes to be covered will include:
- Basic introduction to fundamental concepts of Statistics and Regression model.
- Notion of stationarity, Unit root tests-Dickey Fuller, Augmented Dickey Fuller test, Structural break and Philips Perron test.
- Univariate Time Series modelBox-Jenkins ARIMA technique and forecasting
- Multivariate time Series modellingVector Autoregression (VAR) model and impulse response analysis.
- Cointegration and Error Correction Model, ARDL models
Who can Attend?
Master Degrees Students, Research Scholars, Faculty members of academic institutes or research institutes and Professionals.
How to Register?
Scanned copy of the filled-in Registration Form (available here) should be sent to rajendra[at]iitp.ac.in on or before 20th November 2019. Since the number of seats is limited, early registrants will be given preference.
- Students: Rs. 3000/- (relaxation for reserved candidates)
- Faculty: Rs. 4000/-
- Industry Delegates/Research Organisations: Rs. 5000/-
Nov 20, 2019
Course Coordinator: Dr Rajendra N. Paramanik
Ph: 0612-302-8737; Mob: 8290870537