11. INTERNATIONAL STATISTICS DAYS CONFERENCE

Current Techniques in Econometrics 1

Current Techniques in Econometrics 1

October 2, 2018 (Morning, 4 Hours)

Instructor: Dr. Veli YILANCI, Sakarya University

Required Programs: Eviews, Gauss, WinRats

Unit Root Tests With Structural Change:

-Zivot-Andrews Unit Root Test

-Lumsdaine-Papell Unit Root Test

-Lee-Strazicich Unit Root Test

Conintegration Tests With Sturctural Change

-Gregory-Hansen Cointegration Test

-Hatemi-J Cointegration Test

-Maki Cointegration Test

Partials Based Asymmetric Tests

-Granger & Yoon Hidden Cointegration Test

-Hatemi-J Asymmetric Causality Test

-Asymmetric effect response functions

-Hatemi-J Panel Hidden Cointegration Test