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Applied Econometrics in R

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Duration: 3 days
Timings: 1000hrs -1730hrs
Dates: July 5 -7, 2022
Programme Director: Prof. Amarnath Mithra
Mode: Online/ Offline
Fees: (Online) Rs. 12,000 Plus GST @18%
(Classroom) Rs. 24,000 Plus GST @18%
(Residential) Rs. 36,000 Plus GST @18%

Programme Introduction:

Applied Econometrics involves employing statistical models and computer software to measure and predict economic relationships. The course is designed to acquaint participants with various econometric models involving macroeconomic and financial data which will help them make informed economic decisions.

Programme objectives:

  • Get familiar with R and R Libraries
  • Understand the properties of Cross-Section, Time-Series and Panel Data
  • Learn the stylized facts of financial data
  • Develop econometric models and forecasts

Programme Content (in Brief):

  • Introduction to R : Basic Data Modeling in R
  • Basic Econometrics
  • Time series Econometrics : Univariate Data - ARIMA, GARCH | Multivariate Data - VAR
  • Panel Data Econometrics : FE | RE Models
  • Spectral Econometrics : FFT, CWT
  • State-Space Models

Programme Methodology:

Hands on Training Sessions

Target Organizations:

Open for All

Target Participants:

  • Analysts and Researchers
  • Faculty from Academic Institutions
  • Graduate, Post-Graduate Students and Research Scholars

Programme Director

Prof. Amarnath Mitra

Prof. Amarnath Mitra is an Associate Professor in the area of Big Data Analytics (IT) at FORE School of Management, New Delhi. Dr. Mitra has over five years of industry experience as an analyst and researcher with substantial exposure of working with big & high frequency data and analytics. In academics, Dr. Mitra has over six years of experience in teaching, research and consultancy. He has taught subjects like Data Science, Predictive Analytics, Business Analytics, Quantitative Methods, Business Research Methods, Operations Research, Econometrics, Risk Management, among others. His current area of research is Asset Pricing, Energy Economics and Data Science.

Corporate Group Discount:

One complimentary nomination for every group of three nominations from the same organization, i.e., 3+1 participants for the fee of 3 participants.

For registration/enquiries , please mail to or call at 011-26856301/+ 91 9166085159/ +91 9810875278/ + 91 7976445970

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