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MALCOLM
(MAximum Likelihood COintegration analysis of Linear Models)
The theory and practice of cointegration analysis in RATS
by Rocco Mosconi
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Courses and Consulting

GRETA is available for organizing courses on unit roots analysis, cointegration and structural VAR's, and introduction to the theory and use of MALCOLM. Moreover, GRETA does consulting activity on problems involving the use of cointegrated models and/or Structural VAR's.


Courses

The courses may be held either in GRETA's site in Venice or on your site. In principle courses will be based on units (two hours each) covering given topics. For each theoretical unit, we provide a flexible amount of computer hours, aimed at demonstrating how MALCOLM can be used to apply the theoretical results on real or simulated data. You can taylor the course for your needs by choosing the units and the ratio of applied to theoretical hours. The units will be divided into two groups:

Basics: Univariate analysis, Cointegration rank analysis in the I(1) model, Hypotesis testing in the I(1) model, ...
Advanced Topics: Identification, I(2) model, Trends analysis, Structural VAR analysis, ...

A detailed list of the units will be given on request. The structure of the courses may modified if you have specific needs. Teachers will be Rocco Mosconi, Gianni Amisano, Paolo Chiades, ...
Net prices will be fixed on hourly basis, with different rates for basics and advanced topics. For academic institutions the prices will be essentially on an expenses refund basis. A profit will be charged for teaching in non-academic environments. Contact us for more information.


Consulting

GRETA makes consulting activity in modelling your own data. Of course prices will depend on the nature of the problem. Contact us for more information.

 


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