Lecture 10: Unit root testing and Co-integration
Автор: ERSA - Economic Research Southern Africa
Загружено: 2025-12-02
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This course is tailored for academics and postgraduate students (Masters and PhD) in Economics, as well as practitioners and government officials with at least a Masters degree, with limited training in econometrics and quantitative methods. It aims to enhance participants’ proficiency in time-series econometric techniques.
Reneé van Eyden is a Professor of Economics at the University of Pretoria and a researcher with academic expertise in developing, presenting, and coordinating courses in economics and econometrics. Her research experience includes applied macroeconomic analysis, macroeconomic modelling, and development economics, with a special interest in the role of human empowerment and institutional quality in economic development, prosperity, and liberal democracy.
LECTURE 10:
Unit root testing and Co-integration
⁃ Unit root testing (DF Test and ADF Test)
⁃ Example in EViews
⁃ Cointegration and Engle-Granger test
⁃ Example
To view accompanying resources, visit: https://econrsa.org/events/training-o...
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