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- Centre for Central Banking Studies, Bank of England

Dates:March 11-15, 2013
Description:Econometrics for central bankers - Centre for Central Banking Studies
Location:London, United Kingdom
Subject:This one-week seminar introduces participants to some of the basic econometric tools that are relevant for this key purpose. The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. The following topics are likely to be covered: - dealing with serial correlation, heteroskedasticity and multicollinearity; - time-series econometrics: unit roots and cointegration; - an introduction to vector autoregressions and vector error-correction models; and - an introduction to the Kalman filter and state-space models. [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:C


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