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 model econometrics by Prof. Azlan PhD and Prof. Zulkifly PhD. The two speakers are professors from the Faculty of Economics and Management, National University of Malaysia.
Time series econometrics explores stationarity, SEM (simultaneous equation modeling), VAR to Structural VAR. The software used to process time series data 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 to process 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 regarding econometric analysis tools/methodologies which will ultimately improve the climate for writing research among students as well as speed up the final assignment writing period for undergraduate and postgraduate students, especially doctoral students.
