11. INTERNATIONAL STATISTICS DAYS CONFERENCE

Current Techniques in Econometrics 2

Current Techniques in Econometrics 2

October 2, 2018 (Afternoon, 4 Hours)

Instructor: Dr. Veli YILANCI, Sakarya University

Required Programs: Eviews, Gauss

 

Time Series Analysis Techniques Based on Fourier Functions
-Fourier Stability Test (Fourier KPSS)
-Fourier ADF Unit Root Test (Enders and Lee (2012)
-Fourier Unit Root Test Based on Linear Models; Fourier ADF (Christopoulos and León-Ledesma (2010)
-Fourier Unit Root Test Based Nonlinear Model; Fourier KSS
-Fractional Fourier ADF Unit Root Test
-Fourier Shin cointegration Test
-Fourier ADL cointegration test
An Approach to Causality Tests Over Time
Time-varying Symmetric Causality Test
Time-varying Asymmetric Causality Test
Time-Varying Panel Causality Test