Certificate in Time-Series Analysis and Forecasting

October 11-14 , 2011
Federal Reserve Bank of Cleveland
Cleveland, OH

Designed to aid economic forecasting, this seminar presents advanced statistical techniques, modeling and applications.  The course is for people who are seeking knowledge of recent developments in economic methodologies and quantitative analysis.  The emphasis is on forecasting and time-series analysis with applications in business.

Participants should have a background in microeconomic theory, econometric methods, as well as use of mathematics, statistics and regression analysis.  Although course content and time spent on each subject will be tailored to the participants’ backgrounds, the outline below provides the topics to be covered.  Examples in economics and finance will be used.  Time will be set aside to work on problems to accentuate the lecture material.  The software package EVIEWS will be used by the instructor and complimentary trial copies of this software will be provided to enrollees by NABE, upon request.

Space is limited to 30 students - this seminar will sell out! Register now at the Early-Bird rate and save $200!

Topics to be covered:

• Review of single-equation structural models (model specification; tests of hypotheses; econometric methods)
• Distributed lag models
• Simultaneous and seemingly unrelated models
• Introduction to time-series models
• Unit roots and unit root tests
• Box-Jenkins modeling (AR, MA, ARMA, ARIMA models; model specification; estimation; diagnostic checking; forecasting)
• Vector autoregression (VAR modeling and causality; specification and estimation of VARs)
• Cointegration

To register, click here.

About the Instructor

NABE's Time-Series Analysis and Forecasting Certificate Program is instructed by Dr. Oral Capps.

Dr. Oral Capps, Jr. has a background of consulting experience in industry, government, and academia. He has conducted seminars in economic modeling and forecasting for the Institute of Professional Education. Dr. Capps received degrees in mathematics, statistics, and agricultural economics from Virginia Polytechnic Institute and State University. He is currently a Professor in the Department of Agricultural Economics at Texas A&M University. He has received awards for teaching from Virginia Tech, Texas A&M University, and the American Agricultural Economics Association. He has been honored by the American Agricultural Economics Association, the American Council on Consumer Interests, Texas A&M University, and several editorial boards for outstanding research.

Registration Details

Early-Bird registration is now open. The deadline to register at the Early-Bird* rate is Wednesday, August 31.

NABE Member Early-Bird Registration : $1,400

Non-NABE Member Early-Bird Registration: $1,900

*After August 31, enrollment fees for both NABE members and non-members will jump by $200

Click here to register now online.

To register via mail or fax, download this form.

The program will take place Tuesday-Friday, 8:30am-4:30pm

Location

This program will take place at the:

Federal Reserve Bank of Cleveland
1455 East 6th Street
Cleveland, OH 44114
(216) 583-0349

Hotels

NABE recommends the following hotels which are in close proximity to the Cleveland Fed:

Holiday Inn Express Hotel & Suites Cleveland
629 Euclid Avenue
Cleveland, OH

Hampton Inn Cleveland-Downtown Hotel
1460 East 9th Street
Cleveland, OH

Future Offerings

For future offerings of NABE's econometric certificate programs. Check the Meetings page of the NABE Web site.

About NABE

Founded in 1959, NABE is a non-profit association offering professional services and products to people who use economics in their work.  NABE has more than 2,300 members worldwide and 41 chapters across the country.