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8月份時間序列分析進階課程-台中

2012-06-18

日期:8月11,12日(週六,日)

地點:逢甲大學商學大樓

名額:18人

報名日期:即日起至8/6日

使用軟體:Eviews,Rats,Matlab,Gauss

課程內容:

 

 

1. Cross-Sectional Dependence Test

- CDbp test (Breusch and Pagan, 1980).

- CD and CDlm tests (Pesaran, 2004)

 

2. Panel Unit Root Test (First generation and Second Generation)

3. Panel Threshold Model

-Hansen (1999)

 

4. Panel Unit Root Test - Sequential Panel Selection Method

5. Panel Smooth Transition Model

- Gonzalez et al. (2005)

 

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

Program codes using Eview, RATS, MATLAB, and GAUSS