5月份時間序列分析進階課程-台北班
2012-05-01
日期：101年5月19,20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
|
回消息列表
