Applied Econometrics


Has it been a few years since you brushed up on your econometrics?

Stay at the top of your game - enroll in NABE's Applied Econometrics Certificate Program.

For more than a decade, business economists and analysts have flocked to this popular offering from NABE to acquire the analytical tools needed to produce actionable results for their employers. If your company relies on your analysis for planning and decision-making, earn NABE's Applied Econometrics Certificate and enhance your ability to add value in your workplace.

The Applied Econometrics Certificate Program is not like academic econometric courses, which are often long on theory and short on practical applications. This program emphasizes business applications of statistical techniques and covers cutting-edge developments in economic methodologies and quantitative analysis.

This offering is a major element of NABE's Certified Business Economist program, the certification in applied economics and data analytics.  More information 

Topics to be covered:

  • Econometric (structural) models
  • Dummy (indicator) variables
  • Diagnostics of structural models
  • Distributed lag models
  • ARCH and GARCH models
  • Nonlinear models
  • Probit/logit models
  • Censored response models
  • Pooling of time-series and cross-sectional data
  • Multi-equation model applications
  • Ex-post forecast evaluation

For more info, view the Course Table of Contents.

At minimum, participants should have a background in economic theory and econometric methods as this course is quite comprehensive.  Experience in the use of mathematics, statistics and regression analysis also is helpful.  The course content and time spent on each subject will be tailored to the participants’ backgrounds.  Examples in economics and finance will be used.  Time will be set aside to work on problems to accentuate the lecture material.  The EVIEWS software package will be used in most cases in this regard. Complimentary trial of versions of EVIEWS are typically provided to all attendees.

Registration Details*

NABE Member Early-Bird:  $1,700
U.S. Government Employee Early-Bird: $1,800
Non-Member Early-Bird: $1,850


Future Offerings

June 1-4, 2020 - Ryerson University, Toronto, Ontario, Canada
August 3-6, 2020 - U.S. Bureau of Labor Statistics, Washington, DC

For future offerings of NABE's other Certified Business Economist programs, check the CBE calendar.