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6月份時間序列進階課程(台中班)

2012-05-07

日期：101年6月29,30日(週五,六)

 

地點：逢甲大學商學大樓

名額：18人

報名日期：即日起至6月20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：

 

 

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. Panel Causality Test

- Hurlin (2008)

5. Bootstrap Panel Causality Test

-          Kónya (2006)

6.(Panel) Causality in Heterogeneous mixed panels

- Emirmahmutoglu and Kose (2011)

-Toda and Yamamoto (1995)

7.Nonlinear Granger Causality

- Baek and Brock (1992)

- Diks and Panchenko (2005, 2006)

8. Causality in Variance (Volatility Spillover)

- Hafner and Herwartz (2006)

-Cheung and Ng (2006)

- Hong (2001)

9. 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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