November Skills Seminar
NABE Certificate in Time-Series Analysis and Forecasting
November 13-16, 2012
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!
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)
The program will take place Tuesday-Friday, 8:30am-4:30pm
To register, click here.
About the Instructor
NABE's Time-Series Analysis and Forecasting Certificate Program is instructed by Dr. Oral Capps.
Dr. Capps is a demand and price analyst, with particular expertise in econometric modeling and forecasting methods. Applied research areas include analyses of expenditure patterns of pre-prepared foods and foods eaten away from home, analyses of health and nutrition issues, and uses of scanner-derived information for managerial decision-making. In addition, he specializes in unilateral price effects of mergers and acquisitions as well as evaluations of agricultural checkoff programs.
Currently Executive Professor, Regents Professor and holder of the Southwest Dairy Marketing Endowed Chair in the Department of Agricultural Economics at Texas A&M University as well as Co-Director of the Agribusiness, Food, and Consumer Economics Research Center (AFCERC), Dr. Capps was educated at Virginia Tech. He earned a B.S. degree in Mathematics in 1975, M.S. in Agricultural Economics in 1977, M.S. in Statistics in 1979, and Ph.D. in Agricultural Economics in 1979. He has authored 121 refereed journal articles and co-authored four books. In February 2009, Dr. Capps received the SAEA Lifetime Achievement Award. In June 2011, he was recognized by the WAEA with the Distinguished Scholar Award. In August 2011, Dr. Capps was invited to join the Economics Advisory Council of the Alliance for Potato Research and Education.
NABE Member Registration : $1,600
Non-NABE Member Registration: $2,100
Click here to register now online.
The event will take place in Houston, TX at the Federal Reserve Bank, Houston Branch:
Federal Reserve Bank, Houston Branch
1801 Allen Parkway
Houston, TX 77019
NABE recommends one of the following hotels, located near the bank:
220 Main Street Houston
Inn at the Ballpark
1520 Texas Avenue Houston
Crown Plaza Houston
1700 Smith Street
For more hotel options, click here.
For future offerings of NABE's econometric certificate programs. Check the Meetings page of the NABE Web site.
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.