Faculty Development Programme on “Mastering Time Series and Panel Data Analysis”
(December 28, 2020 – January 1, 2021)
This one-week faculty development programme will aim at providing researchers, academicians and industry practitioners with an intuitive understanding of time series and panel data analysis. The objective of the FDP is to provide conceptual clarity and hands-on training to the participants in order to equip them with requisite knowledge and skills to draw meaningful insights from time series and panel datasets. The participants shall get to learn the theory as well as practical application of time series and multiple panel data estimators using relevant software.
Objectives
- To encourage the research orientation of keen researchers in the discipline of Finance, Economics and allied areas.
- To understand details about steps and statistics involved in simple research as well as advanced levels of time series and panel data analysis using different software.
Who can participate?
Pedagogy
A mix of pedagogical tools will be used viz. online lectures through Google Meet, discussions, presentations and practical exercises. Hands-on training will be given on suitable software. Participants will be provided with suitable research example in order to understand the analysis. All lectures will be delivered through Google Meet. The link of Google Meet will be shared with all the participants and an invitation will be sent before the start of the session. You need to mention the correct email id in registration form so that you can attend the session smoothly
Certificate of Participation
Resource Persons
Prof. C.P. Gupta
Prof. C.P. Gupta is working as Professor at Department of Finance and Business Economics, South Campus, University of Delhi. He has teaching and research experience of more than 35 years. His main area of research includes Investment Decisions, Risk Analysis, Project Appraisal, Security analysis, Decision Making and Financial Modelling. He has presented research papers in international and national conferences and is continuously working as a resource person in the field of research for various faculty development programmes, seminars and workshops. Besides being a keen researcher himself, it’s always his endeavour to promote and encourage people and associates to pursue and contribute quality research work.
Mr. Prateek Bedi
Mr. Prateek Bedi is a doctoral student at the Department of Finance and Business Economics, South Campus, University of Delhi. His areas of interest include Corporate Finance, Econometrics and Risk Management. He has cleared both levels of the Financial Risk Manager (FRM) certification and Level 1 of the Chartered Financial Analyst (CFA) certification. He has received several best paper awards at academic conferences. He is currently working on Corporate Cash Holdings and Board Remuneration.
Dr. Anil Kumar Goyal
Dr. Anil Kumar Goyal is currently working as Professor in Rukmini Devi Institute of Advanced Studies, affiliated to GGSIP University, Delhi. He has more than 16 years of Academic experience. He has received Best Teacher Award for academic sessions 2017-18 and 2018-2019. He has delivered sessions in refresher course organized by UGC Human Resource Development Centre and regularly conducting guest lectures, FDP and workshops for students and academicians on financial modeling, parametric and non-parametric statistics, EFA, etc.
Program Coverage
| Module | Topics |
| Time Series Analysis: | Concept of Time Series, Stationarity & Nonstationarity, Random Walk, Deterministic Trend & Stochastic Trend, Differencing & Detrending, Unit Root Testing, Structural Break Point, ARIMA Models, Granger Causality, Johansen Cointegration, VECM and Impulse Response Function |
| Panel Data Analysis: | Endogeneity, Structure of Panel Dataset, Pooled OLS Regression, Fixed Effects Models: Within-Group Estimator and LSDV Estimator, One-way and Two-way Fixed Effects, Random Effects Model, Hausman Test |
Registration Fee Rs. 2000 Per Participants
Registration
Interested candidates can apply to the FDP by clicking on the following link latest by December 25, 2020. The registration fee includes participation & course materials.
CONTACT
Dr. Anil Kumar Goyal
Phone: 8800605830 / 7906629156
Email: fdp@rdias.ac.in
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Rukmini Devi Institute of Advanced Studies 2A & 2B, Phase-1, Madhuban Chowk, Outer Ring Rd, Block D, Sector 14, Rohini, Delhi, 110085
