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101年5月時間序列分析進階課程-台北班(延期一週)

2012-03-13

日期：101年5月12,13日(週六,日)延期一週改至19,20日

地點：銘傳大學台北校區

名額：30人

報名日期：即日起至5月15日止

報名資格：碩博士，助理教授及以上

費用：4300元(會員九折3870元，永久會員八折3440元)

授課老師：張倉耀老師

使用軟體：Eview,Gauss

課程綱要：

 

Day1

Day2

1. Cross-Sectional Dependence Test

- CDbp test (Breusch and Pagan, 1980).

- CDand CDlm tests (Pesaran, 2004)

2. Linear and Nonlinear Panel Unit Root Test under Cross-Sectional Dependence

- Pesaran (2007)

- Cerrato et al. (2009)

- Ucar and Omay (2009)

3. Panel Unit Root Test and Panel Cointegration Test with Multiple Breaks

- Carrion-i-Silvestre et al. (2005)

- Westerlund (2005)

- Basher and Westerlund (2009)

4. How to publish your papers in SSCI, SCI, and Econ-Lit Journals

1. Panel Causality Test

- Hurlin (2008)

2. Bootstrap Panel Causality Test

-         Kónya (2006)

3.(Panel) Causality in Heterogeneous mixed panels

- Emirmahmutoglu and Kose (2011)

-Toda and Yamamoto (1995)

4.Nonlinear Granger Causality

- Baek and Brock (1992)

- Diks and Panchenko (2005, 2006)

5. Causality in Variance (Volatility Spillover)

- Hafner and Herwartz (2006)

-Cheung and Ng (2006)

- Hong (2001)

6. How to publish your papers in SSCI, SCI, and Econ-Lit Journals

Program codes using Eview and GAUSS

 

Program Codes using TSP, Eview and GAUSS

 
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