INTRODUCTION

While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalized methods of moments.

The course focuses on modern econometric techniques, addressing both technical derivations and practical applications. Applications in the areas of microeconomics, macroeconomics and finance will be considered.

DURATION

5 Days

WHO SHOULD ATTEND?

• Financial Analysis
• Business Entrepreneurs
• Accountants
• Bookkeepers
• Business managers
• Investment officers
• Managing directors

COURSE LEVEL: Advanced

COURSE OBJECTIVES

At the end of this IRES training seminar, you will learn to:

• Understanding various econometric methods for analyzing financial data
• Be able to implement these methods using the R language
• Know how to interpret statistical results correctly and draw appropriate conclusions
• Be able to critically evaluate empirical academic research in finance

TOPICS TO BE COVERED

• Linear regression model
• Methods to deal with endogeneity in corporate finance (e.g. instrumental variables, differences-in-differences)
• Tools for time series analysis and forecasting (e.g. AR and VAR models, predictive regressions, out-of-sample forecasting)
• Modelling market volatility (e.g. GARCH, realized volatility).
• Stock return predictability,
• Empirical testing of the CAPM and other asset pricing models, and Value-at-Risk.

Course Administration Details:

METHODOLOGY

The instructor led trainings are delivered using a blended learning approach and comprise of presentations, guided sessions of practical exercise, web-based tutorials and group work. Our facilitators are seasoned industry experts with years of experience, working as professional and trainers in these fields.

All facilitation and course materials will be offered in English. The participants should be reasonably proficient in English.

ACCREDITATION

Upon successful completion of this training, participants will be issued with an Indepth Research Institute (IRES) certificate certified by the National Industrial Training Authority (NITA).

TRAINING VENUE

The training will be held at IRES Training Centre. The course fee covers the course tuition, training materials, two break refreshments and lunch.

All participants will additionally cater for their, travel expenses, visa application, insurance, and other personal expenses.

ACCOMMODATION AND AIRPORT PICKUP

Accommodation and airport pickup are arranged upon request. For reservations contact the Training Officer.

Email:[email protected]/[email protected] 

Mob: +254 715 077 817

TAILOR- MADE

This training can also be customized to suit the needs of your institution upon request. You can have it delivered in our IRES Training Centre or at a convenient location.

For further inquiries, please contact us on Tel: +254 715 077 817/+250789621067

Mob: +254 792516000, +254 792516010 or mail [email protected]/[email protected]

PAYMENT

Payment should be transferred to IRES account through bank on or before start of the course.

Send proof of payment to [email protected]/[email protected]

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