Introduction

The goal of the course is to offer advanced students in finance and economics an understanding of the econometric tools that apply to financial and macroeconomics data. The approach is from an applied perspective making use of a suitable econometric package for purposes of analyzing of the data.

Furthermore, the course will facilitate awareness in students of how these techniques can be used and applied to real data providing the necessary background to understand and critically assess empirical findings reported in the financial literature, as well as to carry out their own empirical research in the future.

Target Group

Financial advisors, Economists 

Duration

10 Days

COURSE LEVEL: Foundation

Course Objectives

By the end of the course, the participant’s should be able to

•  Be familiar with the econometric tools employed in Finance
•  Have acquired the ability to apply and interpret econometric techniques used in Finance
•  Be able to demonstrate an ability to apply the various techniques through the use of standard econometric software (STATA)
•  Feel confident to evaluate existing empirical work in Finance and to carry out their own empirical work

Course Outline

•         Econometrics of Cross-Section and Panel Data
•         Time-series Econometrics
•         Simple Regression and Multiple Regression
•         Model Specification in macro- econometrics and finance
•         Financial data and event-study methodology
•         GARCH and Asymmetric GARCH effects
•         Testing market interdependence
•         Testing asset pricing models: Fama-MacBeth regressions//GMM
•          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] or [email protected]

Mob: +254 715 077 817/+250789621067

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 , +250 789621067 ,or mail [email protected] or [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] or [email protected]

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