Advanced time series econometrics workshop and dynamic panel model econometrics by prof Azlan PhD and Prof Zulkifly PhD

On 22-23 September 2016 and 29-30 September 2016 the Department of Economics FEB Unair held a workshop on advanced time series econometrics and dynamic panel econometrics by prof Azlan PhD and Prof Zulkifly PhD. The two speakers are professors from the Faculty of Economics and Management at the University of Malaysia.

Time series econometrics explores stationarity, SEM (simultaneous equation modeling), VAR to Structural VAR. The software used for processing time series data is RATS (Regression Analysis Time Series). The panel model material discussed is static to dynamic panel model (GMM or Generalized Method of Moments) for both long and short data. The software used for processing panel model data is STATA. With this workshop, it is hoped that it will be able to increase the understanding of undergraduate, postgraduate and doctoral students towards econometric analysis tools/methodology which in turn will improve the research writing climate among students while accelerating the writing period for students' final assignments, both undergraduate and postgraduate students, especially doctoral students.