Workshop on Econometrics: Panel Time Series Techniques

Workshop on Econometrics: Panel Time Series Techniques

Melva Costanty – Humas FEB UI 

Nurlaily Setyasari – International Office FEB UI

On Monday, 14th October 2019, Department of Economics held a Workshop on Econometrics: Panel Time Series Techniques. Mr Kazi Sohag, PhD as the Senior Researcher of the Ural Federal University of Russia, was the speaker for this workshop.

The workshop opened by Mr Teguh Dartanto, S.E., M.Ec, PhD as the Head Department of Economics.

After the short welcoming remarks, the session continues with Mr Sohag briefly explained the overview of the materials, as well as reviewing basic concepts of econometrics.


Next, Mr Sohag explained methods of panel time series econometrics such as univariate, stationarity and unit root, ordinary least square for stationary data, Engle-Granger Cointegration, Johansen Cointegration, Granger Causality Test and ARDL Bounds Test. Lastly, the participants also had the opportunity to practice with analyzing data.







We thanks Mr Kazi Sohag for sharing the insights to understand econometrics. Hopefully, the shared knowledge would be very helpful and beneficial for the participants. (IOFEB/NS)