Practice in nonlinear co-integration and causality tests
RLG 402, Research Complex, HKSYU
Inter-Institutional Development Scheme (IIDS) – Recent Development in Theoretical and Applied Econometrics Analysis. Workshop: Practice in nonlinear co-integration and causality tests. Speaker: Professor Wong, Wing Keung (Asia University, Taiwan). 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.