Econometrics Methodology Workshop Series


Foundations of Econometrics Time Series Data Analusis Panel Data Analysis
This is the first series and covers fundamental techniques and tools required for more advanced data analysis and modelling. This series will delve into the following areas of the study: This is the second series and aims to develop participants’ ability to understand modelling and forecasting of time series data sets. The topics that will be covered include:


·         Introduction to Time Series Modelling (Stationary vs Non- Stationary Data, Autocorrelation Functions           and Partial Autocorrelation Functions, and Testing for Unit Root (Non- Stationarity) in Time Series Data

·         Univariate Time Series Modelling (AutoRegressive, Moving Average, Autoregressive Integrated Moving Average Models, Forecasting using ARIMA Models, Exponential Smoothing Models, Forecasting Error/Accuracy of Forecasting Models


·         Multivariate Time Series Modelling (Vector Autoregressive Models (including Impulse Response Functions and Variance Decompositions) and Modelling Cointegration: Testing for; Modelling Cointegrated systems

This is the third series and we focus on data that spans multiple cross sections and time periods. The course will include (but is not limited to) the following:


·         Introduction     to     Panel Data Techniques

·         Fixed Effects Model

·         Random Effects Model

·         Diagnostic Tests of Panel Data

·         Hausman Test

·         Seemingly Unrelated Regressions

·         Dynamic Panel Modelling (Panel GMM)

·         Types of data
·         Descriptive Statistics and Visualizations Moments, Probability Distributions, Histograms, Box Plots, etc.
·         Methods of estimation using cross sectional data: An introduction to Simple Linear Regression, Multiple Regression Analysis and Regression with Categorical Independent Variables
·         Statistical Inference and Hypothesis testing
·         Further Multiple Regression Analysis


Session Dates
Introduction/Foundations to Econometrics 25th – 29th February 2020
Time Series Data Analysis 10th – 12th March 2020
Panel Data Analysis 24th -26th March 2020


To register pay:

KES 30,000 (USD 300) per session
KES 90,000 all sessions
SU Students & Staff KES 15,000 per session
KES 45,000 all sessions

(Registration Fees cover attendance, training materials, certificate & meals.
Students will have access to Stata 15 during the entire training period.)

To register, click here.

Mode of Payment

Business Number: 100219
Account Number: Econometrics Workshop
Name: Strathmore University
Account Number & Currency: 0102044844000 (KES)
Bank Branch: Karen Bank


  • Lawyers – The use of econometrics and empirical analysis generally in antitrust cases reflects the increasing reliance by the courts and by the antitrust agencies on economic methods and
  • Health care professionals e. Doctors, dentists, nurses, therapists to enhance their skills on examine, diagnose and treat patients.
  • Engineers – to strengthen their econometric as they apply the principles of science and mathematics to develop economical solutions to technical
  • Marketers – in promoting the business and mission of an
  • HR – boost HR employees’ skill to develops and manages company’s culture towards meeting the business needs
  • Academia – to strengthen lecturers teaching and research skills
  • IT/Data scientist/Researchers/Statisticians /Social Scientist (Economist, Political Scientist, Anthropologist and Sociologist) – to widen their econometric tools to allow them extract useful information about important economic policy issues from the available data
  • Students – learning econometrics will provide tools that will allow students to be able to undertake individual research


For any further information / clarification please contact: or 0703 034 067 during office hours (9.00AM TO 5.00PM Monday to Friday).

To register, please fill the form below