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What if you can overcome that fear in just over a few weekends?

The easiest part of academic writing/manuscript writing/publication in finance and/or economics/econometrics is the empirical sections. However, that is where most people struggle, delay, and sometimes give up. This handicap comes from poor background in basic mathematics/ statistics, econometrics, coding, and the use of statistical and econometric software in general. This breeds a very unhealthy fear for early career researchers, especially.

Well, you should learn from one of the best. Enroll in a crash course to learn and implement one main empirical technique (and supporting techniques) in just over two weekends, by your own hands. A weekend course provides all you need to complete one empirical chapter or one manuscript. From theory → method → estimation → results → analysis.

Contents of one Class/Cohort

  • One main method/technique theory → methodology → estimation → results → analysis.
  • 1-2 supporting/auxiliary/motivating methods.
  • Bonus - descriptive statistics.

Pre-course training

  • 2-hour into R session.

Post class /training side attractions:

  • A 90-day mentorship window to complete one manuscript*
  • Foolproof codes for your own estimations and practice.
  • Error/code fixing.
  • Accredited journal suggestions
  • Data sourcing suggestions
  • Access to recorded sessions

4

max. class size

Mode of delivery

→ Online via Zoom.
→ Onsite delivery can be arranged. Cohort will bear the cost of transportation and logistics.

.

Terms

→ Payment must be made before start of class.
→ Zoom links are shared a day/hours before class begins.

Techniques toolbox

  • Quantile regressions
  • Causality in-quantiles
  • Non-linear causality
  • EFA, CFA, SEM
  • Entropy
  • Wavelets – bi-variate, partial, multiple
  • Connectedness indices
  •       Diebold – Yilmaz
  •       Barunik and Krehlik connectedness indices.
  •       VAR, TVP-VAR, QVAR connectedness
  • Frequency – domain
  • Time – domain
  • Time – frequency domain
  • Tail risk modelling
  • GAS- and GARCH-based on VaR, ES, and VaRES
  • Model confidence set for model ranking
  • Model Predictive Ability
  • Back testing
  • Higher moments modeling
  • Generalised lambda distribution, asymmetric distributions
  • Spatial autocorrelation (Moran’s I)
  • Network analysis
  • Tree – Assisted Naïve Bayes Network (TAN-BN)
  • Panel data modelling
  •       Fixed effects, Random effect
  •       Instrumentation for Endogeneity
  •       Generalised method of moments
  • Quantile panel regression
  • Linear and non-linear ARDL
  • Quantile ARDL
  • Quantile cointegration
  • Bibliometric analysis

Concepts/ Theories
Addressed By The Techniques

  • Linear and non-linear causality
  • Non-linearity
  • Asymmetry
  • Diversification, hedge, safe – haven
  • Interdependence, spillover, connectedness, co-movement
  • Contagion – time-varying, shifting contagion
  • Efficient market hypothesis (EMH), Heterogeneous market hypothesis (HMH), Adaptive market hypothesis (AMH), and Competitive market hypothesis (CMH)
  • Tail risk; fat tails
  • Volatility clustering
  • Predictability
  • Network
  • Complex causal/relational associations
  • Hierarchical explanatory regression for mediation/moderation
  • Information transmission
  • Event study
  • Flight-to-quality, flight-to-safety
  • Endogneity and instrumentation
  • Long-run relationships
  • And many more

Getting In Touch/Setting Up

  • If you know the exact techniques/methods you want to use, list them.
  • If you need assistance identifying your method, explain your objective and direction of the research. We will suggest techniques for you.
  • If you already have a group of 4, we can set up the dates.
  • If you are alone, you will have to wait for the class of your identified method to be full.

Have any Questions?

positivecarry.academy@gmail.com

Get in touch

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    indicate one main technique and/or concept, if you know (from the list)

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