The course deals with some understanding of the basic concept in econometrics and its application to economic data. The main thrust of this course will be on modelling of single-equation economic time series. In modern econometrics, all estimations have to deal with non-stationary variables characterize with non-constant mean and variances that resulted in spurious regression problem. In this workshop, we introduce and explore the concept of unit root, cointegration and long-run modelling to avoid such spurious regression issues. The applied work will be performed by using EViews, a program for statistical and econometric analysis, and forecasting distribute by Quantitative Micro Software, LLc, USA. It is intended to help prospective researchers produce better and acceptable research output and ultimately published in some technical reports, working papers, reputable journal, in the region or internationally, by using effective quantitativ technique with the help of some econometric software.

The course is divided into two parts. The first part introduces the basic concept in econometric methods, regression analysis, hypothesis testing, diagnostic checking, causality analysis and forecasting. The second part deals with non-stationary time series. Unit root and cointegration testing; error-correction and autoregressive distributed lag (ARDL) modelling. All hand-on sessions will use E-Views econometric software.

1. Government officials involved in the design & implementation of economic, social and environmental policies;
2. Researchers and business analysts from private-sector entities and non-governmental organisations
3. Academicians, research officers and graduate students from private and public universities

1. Training materials
2. Buffet lunch
3. Refreshments
4. Certificate of attendance