RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- March 11-15, 2013
- Econometrics for central bankers - Centre for Central Banking Studies
- London, United Kingdom
- 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: