Working with Microfit
Suggested Course Outline
Day 1
| 9.45 am |
Registration & tea/coffee |
| 10.15 |
Introductory remarks on the course |
| 10.20 |
An introduction to Microfit - a guided tour of the main features |
| 11.00 |
Univariate Time Series Analysis I: Unit Root Testing and ARIMA modelling (Box-Jenkins approach) |
| 12.30 pm |
lunch |
| 1.30 |
Univariate Time Series Analysis II: Spectral Density Analysis and GARCH modelling |
| 3.00 |
tea/coffee |
| 3.30 |
Working with Microfit (hands-on session) |
| 5.00 |
end of session |
| 7.00 |
sherry |
| 7.30 |
Course Dinner After-dinner speaker |
Day 2
| 9.9.00 pm |
Multivariate Time Series Analysis I: Cointegration and error correction models (single-equation approaches) |
| 10.30 |
tea/coffee |
| 11.00 |
Multivariate Time Series Analysis II: Long-run structural modelling and impulse response analysis (system approaches) |
| 1.00 pm |
lunch |
| 2.00 |
guided walk to |
| 2.15 |
Working with Microfit (hands-on session) |
| 4.30 |
end of session |
| 4.45 |
tea/coffee |
| 5.00 |
end of session |
Day 3
| 9.00 am |
Nonlinear Time Series Modelling Threshold regression, smooth transition and nonlinear error-correction models |
| 10.30 |
tea/coffee |
| 11.00 |
Long-run structural modelling in practice - the case of the UK |
| 12.30 pm |
lunch |
| 2.00 |
Model uncertainty and probability forecasting: an application using cointegration macro-econometric model of the UK |
| 3.30 |
tea/coffee |
| 4.00 |
review of the hands-on sessions, followed by question and answer session |
| 5.00 |
end of course; tea/coffee |
For further information, including prices, and to order the service,
email:
Ben Gardiner
Director
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