Workshop Outline for Shih Chien University

2015-04-18

日期:104年5月,9、10日(週日)

地點:實踐大學

時間:早上10:00至下午5:00

名額:20人

報名日期:即日起至5月10日止

報名資格:碩博士,助理教授及以上

費用:4500元(會員九折4050元,永久會員3600)

授課老師:張倉耀老師

使用軟體:Eview,Gauss

課程綱要:

Day 1:

10:00-11:00 Panel Unit Root Test

11:00-12:00 Panel Unit Root Test with Structural Breaks

13:00-14:00 Panel Cointegration Test

14:00-15:00 Panel Cointegration Test with Structural Breaks

15:00-18:00 Panel Smooth Transition Model

Day 2:

10:00-12:00 Rolling Window Granger Causality Test

13:00-15:00 Multiple Bubble Detection – a New Test

15:00-16:00 Program Code Training

16:00-18:00 Program Code Training

During the first day lecture, we also show you how to run the program code using both GAUSS and MATLAB program. Please prepare both two programs in your PC or Notebook. The second day, we will also use GAUSS and Eview during the course.