IIDS Workshop: Practice in nonlinear co-integration and causality tests


Date : 10 June 2019 (Mon)
Time : 14:00 – 16:00
Venue : RLG402, Research Complex

Abstract : This workshop will discuss the econometric programs for linear and nonlinear co-integration and causality. Sample computer codes will be illustrated during the workshop. It is designed to familiarize participants with the common computer codes for tackling financial and economic research questions.