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Don't miss out on our 2023 Econometrics Summer School, held at Clare College, Cambridge. Register here-> pulse.ly/uy6omz90is

Discover Course leader Melvyn Weeks's comprehensive introduction to his two day course on Microeconometrics and methods for Machine Learning at the 2023 Econometrics Summer School. Find out more and register here ->  bit.ly/3BhZCFh

There are just two weeks to go until the 2023 Residential Econometrics Summer School, Cambridge. Final few places remaining, there's still time to register. Click below to download the course brochure and confirm your place. pulse.ly/ltk31lc3jz

Have you recently attended one of our EViews webinars and are keen for a more comprehensive overview of the software? Join Prof Lorenzo Trapani's one-day EViews basics course by following the link below. pulse.ly/cabr5e8fx6

Last Chance to register for the 2023 Econometrics Summer School Cambridge! Don't miss this opportunity to learn from leading Econometricians from the University of Cambridge, live and in-person in Cambridge. Find out more and register here -> pulse.ly/4miisf898b

Interested in joining our Applied Econometrics Postgraduate Programme? Don't miss the key deadlines for Term One entry this October. Find out more and enroll at the link below - > pulse.ly/86s27mlneb

Final call for papers: The presentation submission deadline for the 26th Dynamic Econometrics Conference is 8 December 2023. Submission guidelines -> pulse.ly/axpvnxahk2 The Conference will take place in April and will celebrate the 80th birthday of Prof Sir David Hendry.

Register now and confirm your place on our first EViews course of 2024! Enhance your forecasting and nowcasting abilities on this one-day course with Prof Alain Hecq. Register now -> pulse.ly/4vh3yeyyvs

Register now for this hour-long webinar led by Prof Lorenzo Trapani, covering Automated ARIMA Model Selection with EViews. Register here -> pulse.ly/ywnffvihx4

Last Chance to register! This hour-long webinar led by Prof Lorenzo Trapani will cover Automated ARIMA Model Selection with EViews. Register here -> pulse.ly/6wf8hca69q

Starting tomorrow! This hour-long webinar led by Lorenzo Trapani will cover Automated ARIMA Model Selection with EViews. Register here -> pulse.ly/qckyqiohzv

View our full range of online EViews training courses for the next 2 months. Find out more below: MIDAS Models -> pulse.ly/8h1xrvdyeh EViews Basics -> pulse.ly/r6uroglpza Atheoretical Models -> pulse.ly/c2z8cc7ubs

Register now and confirm your place on our first EViews course of 2024! The course covers the important topics of forecasting and nowcasting and is an essential resource for anyone working in Macroeconomic forecasting. Register now -> pulse.ly/tagy8iky5p

Don't miss the application deadline! Are you interested in enrolling on our Applied Econometrics or Data Science and Econometrics Postgraduate Programmes? Enrol by 12 March 2024 to join in term 3 > pulse.ly/o0ldjjjufz View the on-demand open day -> pulse.ly/rpktl2g1nr

View our full range of online and in-person Stata training courses for the next three months. Find out more and register -> pulse.ly/lwhpbjbx86 Stata

View our full range of online EViews training courses for the next 2 months. Find out more and register below: Atheoretical -> pulse.ly/zqg8bqn0st ARDL -> pulse.ly/wol5zdveo5 Non-Stationarity -> pulse.ly/8gamkrknti Basics -> pulse.ly/lfuxrjf8oo

Introducing Econometrics of Productivity Measurement and Efficiency: This 10-credit module will run in Term 4 of our Applied Econometrics Postgraduate Programme. Find out more and register before the May 28th deadline here -> pulse.ly/idyjha1mtt

View our full range of online EViews training courses for the next 2 months. Find out more and register below: Basics -> pulse.ly/ahggcbdlih Atheoretical -> pulse.ly/74iae4owj5 Commodities -> pulse.ly/aha1c3jqt2 Non-Stationarity -> pulse.ly/wsvvkugk2e

View our full range of online EViews training courses for the next 2 months. Find out more and register below: Basics -> pulse.ly/gpht4flh9t Atheoretical -> pulse.ly/fzzmevzh6v Commodities -> pulse.ly/y3iefa9aem Non-Stationarity -> pulse.ly/6aqyuusqvs

You asked. We listened: Panel vector autoregression Fit VAR models to panel data, regress variables on their lags, perform Granger causality tests, and evaluate shocks with impulse–response functions—all with the new 𝘅𝘁𝘃𝗮𝗿 command. Learn more: buff.ly/4eUUkko