日期：101年12月1,2日(週六,日)

地點：銘傳大學台北校區

名額：30人

報名日期：即日起至11月23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)

授課老師：張倉耀老師

使用軟體：Eview,Gauss

課程綱要:

I. Unit Root Tests

1. Linear - ADF, PP, KPSS,

2. Nonlinear – LNV, KSS, AESTAR, Modified AESTAR, MS-ADF, TAR, M-TAR

3. Unit Root Tests with Stationary Covariates

4. Fourier Unit Root and Fourier Stationary Tests

II. Panel Unit Root Tests

1. First Generation Panel Unit Root Tests – LLC, IPS, MW, Hadri

2. Second Generation Pane Unit Root Tests – Bai and Ng, Moon and Perron, Choi, Pesaran, Ucar and Omay, Chang

3. Panel SURADF test with and without a Fourier function, Panel SURKSS with and without a Fourier function, Panel KSS with and without a Fourier function

4. Panel Stationary Test with Multiple Sharp Breaks, Panel Stationary Test with both Sharp and Smooth Breaks

5. Sequential Panel Selection Method (SPSM) using Panel KSS with and without a Fourier function

III. Cross-Sectional Dependence Tests

1. Pesaran - CD
2. CD, CDlm, LM. LMadj

IV. Granger Causality Tests

1. Bootstrap Granger Causality Tests – Granger, Sims, Geweke-Meese-Dent
2. Leverage (Bias-Corrected) Bootstrap Granger Causality Test
3. Bootstrap Panel Granger Causality Test