Mailing List

Time Series Econometrics I
11 & 12 April 2014
Time Series Econometrics II
18 & 19 April 2014



Panel Data Econometrics I
2 & 3 May 2014
Panel Data Econometrics II
9 & 10 May 2014

8.30 am – 5.30 pm

Wisma R&D University of Malaya, 59990 Jalan Pantai Baharu, Kuala Lumpur

Dr Eng Yoke Kee
Assistant Professor
Faculty of Business & Finance
University Tunku Abdul Rahman, Malaysia


Time Series Econometrics- I (11 & 12 April 2014) &
Time Series Econometrics II (18 & 19 April 2014)

Course Description
Time Series Econometrics has been one of the most productive areas in quantitative economics in recent years. Along with the progress in theory and computation, great possibilities for applications have opened up in several economic fields, both for academics and professional practitioners. The aim of the course is to reconcile economic theory with practice, thereby empowering delegates with analytical skills and hands-on experience to deal with time series data. In particular, the course includes the discussion on a comprehensive set of tools and techniques for analysing integrated and co-integrated time series data for understanding the current literature in applied time series econometrics.

Course Program
This is a two-day intensive course at modelling time series data by using the econometric software E-Views.

The workshop is:
Partly theoretical:
• Deal with the statistical structure of the models and explore the properties of time series data.
• To understand the tools and for being critical towards them!

Partly empirical:
• Feeling for real data. Hands-on experience.
• Promote an interest for doing empirical analyses.
• Different tools applied to different problems.
• Introduce practical tools to perform analyses

By the end of the workshop, participants will have acquired detailed knowledge and extensive hands-on experience in:

- The use of E-VIEWS software
- Elaborate the concept of stochastic process and unit root
- Perform cointegration analysis on time series data and estimating the long run regression
- Discuss various statistical considerations and limitations of the test
- Interpret the results and discuss its implications

The course begins with basic introduction to the concepts of time series regression and statistical inference. Thereafter, attentions in succession are given to the violations of the classical linear regression model frequently encountered in applied econometric work, consequences of these violations, and practical ways of detecting (diagnostic testing) and solving these problems. The course also includes the discussion of the practical implications of employing non-stationary data in estimation, the detection of unit roots in the underlying data-generation processes as well as the statistical and economic implication of the concept of cointegration in time series modelling. The focus of the course concerns with the detection of long-run relationship as well as estimating the long run regression for a set a time series variables.
Course Content
• Classical Regression in the context of time series
• Nonstationarity and Unit Root Tests
• Econometric modelling with integrated regressors
• Cointegration Analysis: residual-based cointegration test, Error Correction Model (ECM), ARDL bound test, Johansen-Juselius cointegration test.
• Estimating the Long-run relations: OLS, Fully Modified OLS, Dynamic OLS, ARDL long-run regression

Who should enrol?
Research Analysts
Market Researchers
Government Practitioners
Health Service Managers

Application software
E-VIEWS version 6 or 7


Panel Data Econometrics I
2 & 3 May 2014
Panel Data Econometrics II
9 & 10 May 2014

Course Description
This course provides an introduction to the theory and practice of panel-data nalysis. After introducing the characteristics and nature of panel data, the course covers a quick overview of linear models with exogenous covariates, linear models with endogenous variables, dynamic linear models, and some panel time series models. A brief introduction to the method of estimations technique is also included. The issues of panel model estimates are discussed throughout the course. Concepts are extensively illustrated using exercises and examples worked in E-VIEWS.

Course goal
By the end of the workshop, participants will have acquired detailed knowledge and extensive hands-on experience in:

• Explaining the important characteristics of the panel data models;
• Comparing and contrasting different types of panel data models;
• Performing panel data estimation using E-VIEWS software;
• Interpreting and discussing the results of panel model estimates; and
• Discussing various statistical considerations and limitations of the panel data models

Who should attend?
Research Analysts
Market Researchers
Government Practitioners
Post-graduate students

Course Content
• Overview on panel data structure and panel data model
• Panel data structure
• Panel Data Model
• Dynamic Panel Data Analysis (Panel GMM)
• Panel time series (unit root and cointegration)
• Review and case studies

Application software
E-VEIWS version 6 or 7


Price Includes:
Course attendance.
Full refreshments: lunch, two tea breaks.
Course lecture notes and training manual.
Complimentary parking.
Certificate of attendance.

Facilitator’s Profile
Both Trainings will be delivered by Dr Eng Yoke Kee. She is an Assistant Professor in the Faculty of Business & Finance, University Tunku Abdul Rahman, Malaysia. She obtained her Bachelor, Master of Science Degree and Ph.D from School of Economics and Management, University Putra Malaysia. Her research interests include applied macroeconomics and the application of econometrics analysis on economic issues. She has extensively used and have high substantial commands on statistical packages such as E-VEIWS, Gauss, Stata, Regression Analysis of Time Series (RATS), and Matlab in her research works as well as in handling statistical laboratory while teaching subject likes time series analysis and econometrics. Her articles have been published in International Review of Economics and Finance, Economics Letters, The North American Journal of Economics and Finance, Journal of the Asia Pacific Economy, among many other.


Registration will be closed on 5 April 2014 for Time Series Econometrics I & II.
Registration will be closed on 1 May 2014 for Panel Data Econometrics I & II.

To register, please email/fax/send this form to :

University of Malaya Malaysian Centre of Regulatory Studies (UMCoRS)
Level 13, Wisma R & D, University of Malaya, Jalan Pantai Baharu, 59990 Kuala Lumpur, MALAYSIA

Tel : 03 2246 3372 / 3370 Mobile : 012-2100 616 Fax : 603 2246 3367 Email :
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