Indian Institute of Technology (IIT) Bhubaneswar in collaboration with the Indian Econometric Society (TIES) is organizing a Workshop on Applied Time Series & Panel Data Econometrics Using R & Stata from December 11 to 15, 2023 in an offline mode.
About IIT Bhubaneswar
Indian Institute of Technology Bhubaneswar is a public technical university established by the government of India in 2008, located in Bhubaneswar, Odisha, India.
About TIES
The Indian Econometric Society (TIES) is a registered society under the Public Societies Registration Act, formed in 1960. It is one of the oldest and largest bodies of professional econometricians and quantitative economists with more than 2000 members from all over India and abroad.
TIES organizes an annual conference where experts from all over India and abroad participate and deliberate on various issues.
About the Workshop
The workshop will include both interactive and practical sessions including hands-on training on ‘R’ and ‘Stata’. The workshop will cover the following topics:
- Introduction to R and Stata;
- Data visualization/Graphics in R and Stata;
- Data Frames in R and Stata;
- Basic R statistics and R Probability;
- Regression through R and Stata;
- Multivariate Time Series through R & Stata;
- Measurement of Volatility through R & Stata.
Course Details
- Introduction to the modules of R & Stata.
- Types of Data.
- Econometrics Modelling.
- Introduction to ‘R’, and Stata.
- Linear and Non-Linear Econometrics Modelling.
- Forecasting Techniques.
- Univariate Time Series.
- Stationarity test – ADF, PP, KPSS, Zivot Andrews test.
- Time Series Analysis: Stochastic and White noise, Auto-Regressive (AR) Moving Average(MA).
- ARMA and ARIMA forecasting, Lag order selection criteria.
- Data Visualization Tools and Techniques.
- Measurement of Volatility.
How to Register?
Interested and eligible participants can register via this link.
Note: The number of participants may be limited to 50 based on first-cum-first-serve basis.
Important Dates
- Deadline for application along with payment of requisite registration fee: November 15, 2023.
- Workshop dates: December 11-15, 2023.
Registration Fee
Registration fee is: INR 3000.
Registration fees include course material, refreshments, breakfast, working lunch, and dinner.
Participants will be provided with hostel accommodation at the IIT Bhubaneswar Campus.
Candidates while filling up the form need to make payment of the Registration Fee and provide the details like payment reference number, mode, and date of payment therein prior to submitting the Google Form. A screenshot of the payment success page may be sent to nrjena@iitbbs.ac.in and avishekb@iitbbs.ac.in.
Bank Account Details
- Institution Account Name: CEP, IIT Bhubaneswar;
- Account No.: 24282010001960
- IFS Code: CNRB0017282
- Bank Name and Branch: Canara Bank, IIT Bhubaneswar, Argul Branch.
