Dipartimento di
Economia e Giurisprudenza
Università degli Studi di Cassino e del Lazio Meridionale
Summer school in
Statistics and Econometrics using R and Eviews

Download the application form

CHANGE IN SCHEDULE

Module 3 - Applied Econometrics using Eviews - has been postponed to 2013.

IV edition: September 2012

The PhD program in Economics at Dipartimento di Economia e Giurisprudenza organizes a summer-school on statistical and econometric analysis.

The school is application oriented, all the techniques will be shown in action using the following software:

Target attendees

Location

The school will take place in the computer lab of Dipartimento di Economia e Giurisprudenza, Università di Cassino, room 1.05. Via S.Angelo at Folcara, Cassino.



Applied Statistics Using R (modules 1 and 2)


R is an open source statistical environment, supported by a huge community of developers from several research areas (statistics, econometrics, social and environmental sciences among the others). The large amount of additional packages makes R an extremely versatile software and a real competitor of the most renowned commercial statistical softwares.


Module 1. Statistics with R.

Monday 10 - Wednesday 12, September 2012

Lecturers: Alfonso Iodice D’Enza, Domenico Vistocco (University of Cassino)

Prerequisites: basic exploratory statistics, basic statistical inference

Program: The R environment. Using R interactively. The RStudio IDE (Integrated Development Environment). R objects and their manipulations. R packages: installation and use. Reading/writing files from/on external sources. Missing values. The apply family of function. Basic programming in R: grouping, looping and conditional execution, writing a function. Graphical procedures in R. R commands for basic exploratory statistics and for statistical inference. Statistical models in R: simple and multiple linear regression, logit and probit, one-way analysis of variance. Reproducible research and reporting tools: HTML, LaTeX and Markdown reports in R.

Language: lectures will be in English if foreign students register.

Module 2. Exploratory Multivariate Analysis, with Applications in R.

Thursday 13 - Friday 14, September 2012

Lecturer: Sèbastien Le, Agrocampus Ouest, CFR Rennes, France

Prerequisites: basic exploratory statistics

Program: The topics will be part of the contents of the book "Exploratory Multivariate Analysis by Example Using R" and will exploit the popular R package FactoMineR:

Language: lectures will be in English



Applied Econometrics Using Eviews (module 3)


Module 3. Introduction to Eviews.

POSTPONED

Lecturer: Gennaro Zezza (University of Cassino)

Prerequisites: basic statistical inference

Program: Introduction to the Eviews environment. Reading/writing files from/on external spreadsheets. Exploratory data analysis. Multiple regression: interpretation and statistical tests.

Language: lectures will be in English if foreign students register.

Univariate time series forecasting with Eviews.

POSTPONED

Lecturer: Gennaro Zezza (University of Cassino)

Prerequisites: basic statistical inference, basic knowledge of Eviews

Program: Linear and stochastic trends. Stationarity. ARMA models. Arma models with seasonality. ARCH-GARCH models.

Language: lectures will be in English if foreign students register.

Dynamic forecasting models with Eviews.

POSTPONED

Lecturer: Gennaro Zezza (University of Cassino)

Prerequisites: basic statistical inference, basic knowledge of Eviews

Program: VAR models. Cointegration. Error correction models.

Language: lectures will be in English if foreign students register.


Handouts

Handouts and useful eletronic resources will be provided during the courses.

How to apply

Registration fees

Discounted fees are for undergraduate or graduate students, and PhD students.

Regular
fee
Student
fee
R School (module 1) 300€ 150€
R School (module 2) 200€ 100€
Eviews School (module 3) 500€ 200€

School fees must be payed by bank transfer to
"Dipartimento di Economia e Giurisprudenza"
IBAN IT75B0537274370000010409621
specifying that the payment refers to a "Summer school fee".

How to get to Cassino

Detailed instructions are available here

Accommodation

Reduced University fares will be available at:
Hotel Alba: tel. 0776 21873 (10 minutes walking distance)
Hotel Forum: tel. 0776 301211 (5 minutes by car)
Hotel Boschetto: tel. 0776 39131 (5 minutes by car)

Contacts

For further information please contact:

Domenico Vistocco
Email: vistocco@unicas.it

Gennaro Zezza
Email: zezza@unicas.it

Previous editions (in Italian)

Edizione 2009 Edizione 2008

Previous edition (in English)

III Edition - 2010