Econometrics of Time Series 

Intensive 2-Day Online Workshop

19-20 October 2019

Registration deadline: 05. October 2019

*Standard Registration Fees: 105 

* Special Registration Fess: 52€ (For Researchers and Students coming from low and Middle income countries according to the World Bank classification. Click here to check your country eligibility)

Comprehensive workshop that covers both theoretical foundations and real data applications of the most commonly used panel data econometric models.


Learn online from your home. The workshop will be delivered via WebEx interface that allows the best live-learning experience ever. 


Structured workshop with a solid content that is currently being taught in econometric classes at top European universities.

M&S Research Hub organizes a 2-day online workshop about Time Series econometrics using STATA. The workshop setting is highly interactive and includes real-life data applications. The workshop content is designed to meet all levels of proficiency, accordingly, no prior knowledge of Panel data models is needed. However, a basic knowledge of STATA, statistical and econometrics methods is required. 

Workshop Structure

This workshop provides an excellent opportunity for scholars, researchers and data practitioners to learn and enhance their knowledge about Time series data econometrics using STATA. Over two days, the workshop will cover an extended list of topics that includes the following


1. Introduction to Time Series Econometrics

2. Stationary Univariate Time Series: 

         A- Stationarity explained 

         B- AR, MA, ARMA and ARIMA models 

         C- Auto-Correlation and Partial Auto Correlation

         D- ACF, Box-Jenkins Method and Models Selection

3. Modelling Volatility: GARCH Family

         A- Volatility and Hetroskadesticity explained

         B- GARCH Family: ARCH, GARCH, EGARCH, GJR, and Multivariate GARCH

         C- Likelihood Ratio and Models selections


1. Non-Stationary Time Series Models

         A- Unit root, Cointegration and Error correction terms

         B- ARDL and NARDL models

2. Multivariate Models

        A- Endogenous Models Explained

        B-VAR, XVAR, VECM.

        C- Structural VAR

        D- Impulse responses and Variance decomposition


The workshop will take place on Cisco's WebEx online platform. The workshop will start every day from 10 AM until 3 PM (Germany Time)

Instructions on how to log into Webex and the workshop material will be communicated to the participants in short course before the workshop.

Do you have any questions?

Contact us at

Chat with us during our working hours

Monday-Friday 10 AM-4 PM or Call us at +49 (0) 17686387586



Dr. Sherif Hassan

Sherif Maher Hassan holds a Ph.D. in Economics from Philipps University of Marburg in Germany, an MA in Economics and political science from the same university. He has been a member of the academic team at M&S Research Hub since 2018 and he has moderated several online training sessions in the advanced modules of time series and panel data econometrics using Stata and Eviews. His experience in using Stata in applied econometrics applications is advanced and multidiscplinary. He has been a research affiliate at the Global Labor Network (GLO) since 2017, a research associate at the Economic Research Forum (ERF) since 2018, a member in the Eurasia Business and Economics Society (EBES) and International Institute of Social and Economic Sciences (IISEC). 

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