7月份時間序列進階課程-台北(銘傳)
2012-05-22
日期:101年7月21,22日
地點:銘傳大學台北校區
名額:30人
報名日期:即日起至7/15日
報名資格:碩博士,助理教授及以上對時間序列分析有興趣者皆可參加。
費用:非會員4300元;會員3870元(恕不另行折扣)
授課教師:張倉耀老師
使用軟體:Eview,Gauss,Rats,Matlab
課程綱要
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1. Cross-Sectional Dependence Test - CDbp test (Breusch and Pagan, 1980). - CD and 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 (First generation and Second Generation) 4. Panel SURADF and SURKSS Tests
5. Panel Unit Root Test - Sequential Panel Selection Method 6. Panel Stationary Test with Multiple Breaks - Carrion-i-Silvestre et al. (2005) - Westerlund (2005) - Basher and Westerlund (2009) 7. Panel Stationary Test with Sharp Breaks and Smooth Breaks - Chang and OR (2012)
8. How to publish your papers in SSCI, SCI, and Econ-Lit Journals |