Follow-up Course in R

Kuupäev: 
13.10.18 10:00 to 14.10.18 17:30

Location: 
Tallinn University of Technology, SOC building, room SOC-417

Lecturer: Andres Võrk, University of Tartu

The aim of the course is to introduce time-series and panel data modeling in R software. The course is a continuity course to Indrek Seppos’ R course that was held in Tallinn University of Technology at the beginning of 2018. Therefore the course assumes (at least moderate) prior experience with R software and knowledge of econometrics as the aim of the course is more technical in terms of setting up the models in R.

Registration before 20. September to e-mail helery.tasane@ttu.ee

List of topics and the preliminary schedule: 

Day 1- 13.10.2018

10.00-11.30 Linear regression models (IV, OLS)

11.30-11.45 Coffee break

11.45-13.15 Generalized linear regression models

13.15-14.15 Lunch Break

14.15-15.45 Static panel models

15.45-16.00 Coffee Break

16.00-17.30 Dynamic panel models

18.30 Dinner in the city (TBA)

Day 2- 14.10.2018

10.00-11.30 Time series and time series decomposition in R

11.30-11.45 Coffee break

11.45-13.15 ARIMA and ARIMAX models

13.15-14.15 Lunch Break

14.15-15.45 VAR models

15.45-16.00 Coffee Break

16.00-17.30 VECM models

Please let know your interest in participating this course latest on the 20th of September sending your reply on the e-mail helery.tasane@ttu.ee.