
On September 22-23, 2016 and September 29-30, 2016, the Department of Economics, Faculty of Economics and Business, Airlangga University, held a workshop on advanced time series econometrics and dynamic panel model econometrics by Prof. Azlan, PhD, and Prof. Zulkifly, PhD. Both speakers are professors from the Faculty of Economics and Management, National University of Malaysia.
Time series econometrics examines everything from stationarity, SEM (simultaneous equation modeling), VAR to Structural VAR. The software used for time series data processing is RATS (Regression Analysis Time Series). The panel model material discussed is static to dynamic panel models (GMM or generalized Method of Moments) for both long and short data. The software used for panel model data processing is STATA. This workshop is expected to increase the understanding of econometric analysis tools/methodology for undergraduate, graduate, and doctoral students, which will ultimately improve the research writing climate among students while accelerating the writing period for final assignments for undergraduate, graduate, and especially doctoral students.