Training course on Applied Time Series Econometrics using OxMetrics

As part of the Inclusive Growth in Mozambique Programmme, Heino Nielson from the University of Copenhagen, will deliver a 5- day training course, 5-9 August 2019, at the Ministry of Economics and Finance in Maputo, on Applied Time Series Econometrics using OxMetrics for officials from the Ministry of Economy and Finance of Mozambique along with students and academics from the University of Eduardo Mondlane.

The course will cover principles and techniques for the analysis of macroeconomic time-series data and will involve structured training sessions based on the software package OxMetrics, as well as more challenging and open-ended assignments.

The main goal is that participants learn a critical, but constructive approach to econometric model building, and will based on local data, and some emphasis will be put on tools pertaining to relatively short and relative noisy data for countries subject to structural change.