Econometrics: Eviews and Risk Simulatorのトレーニングコース

Introduction

General Econometrics Concept

• Understanding the basic concepts of Econometrics
• Understanding variables and measures
• Overview of probability and confident level
• Statistical interference and percentiles
• Theoretical probability distributions
• Significance test and confidence interval method
• Working with Asymmetry
• Kurtosis
• Anova

Regression Analysis

• Concepts of regression
• Understanding linear regression
• Regression estimation
• Regression interference
• Understanding statistical assumptions
• Violation of assumptions and implications testing
• Understanding spurious regression
• Understanding regression models
• Transforming variables
• Interpreting coefficients
• Linear and non-linear regression models

Time Series Analysis

• Components of time series
• Different decomposition methods
• Understanding trends, cycles, and seasonality
• Performing stationarity tests
• Interpreting graphs and correlogram
• Performing unit root test
• Transforming non-stationary time series
• Stationary processes
• Understanding complex transformations in the model
• Economic and time series forecasting

Neural Networks

• Understanding neural network concepts and methodology
• Neural network composition
• Overview of machine learning
• Supervised vs. unsupervised learning
• Machine learning vs. econometrics

Financial Risk Modeling

• Measuring risks
• Occurrence probability
• Understanding the coefficient of variation
• Risk adjustment capital

Markov Chain and Montecarlo Simulation

• Understanding the concept of simulation and model
• Distribution of fits and probability
• Creating profiles
• Random and outcome variables

Evaluating a Project

• Defining project selection criteria
• Understanding the elasticity of demand
• Project economic feasibility
• Risk breakeven analysis
• Understanding the net flow
• Using analytical tools
• Stress analysis

Summary and Next Steps