Time Series Analysis with Applications in Macroeconomics and Finance Workshop

The Institute of Mathematical Sciences, Strathmore University have organized a five-day workshop on time series analysis with applications in macroeconomics and fiancé workshop. The workshop will be held from 26 – 30 November 2018 at the Strathmore business school, Nairobi. The facilitator will be Professor Mark Thoma, professor of economics at university of Oregon, USA.

Date: 26th – 30th November 2018

Time: 8.30am to 5pm daily

Venue: Palm Room, Strathmore Business School

Proposed Topics

  1. Stationary ARMA Processes
  2. Time Series Regressions with Additional Predictors: The ARDL model
  3. Vector Autoregressions
  4. Unit Roots in Multivariate Time Series
  5. Cointegration and Error Correction Models
  6. Time Series Models of Heteroskadisticity (ARCH, GARCH, etc.)


Prof Mark Thoma, Department of Economics – University of Oregon


Click on this link to register;

Fee: Early bird KShs. 25,000 per participant before 19 November 2018

Late KShs. 30,000 per participant.


For more information, contact Hellen on, or Rogers (0725561910) on