Cointegration Econometric Analysis

Date:

Start 3.4.2018 until 7.4.2018

Price:

For 5 Days is £2800
For 10 Days is £4200

Course Locations

London, Paris, Istanbul, Dusseldorf, Amsterdam, Geneva, Prague, Madrid, Casablanca, Dubai , Kuala Lumpur, Singapore, Munich, Vienna, malta,

Course Description:
The course provides delegates with knowledge of appropriate modelling techniques for time-series data when unit roots are present in the data (ie data is non-stationary), a problem that applied economists encounter in almost all economic time-series applications. An initial understanding of the common technical characteristics of time-series data is provided, and the concept of stationarity is formally defined, together with a discussion of its implications for ordinary least square estimation. Attention is also given to the advanced econometric techniques of cointegration and error correction models, with the emphasis on their empirical application, and the notion of multivariate cointegration is discussed and applied.


0000-00-00 00:00:00
0000-00-00 00:00:00

Search Courses

S5 Box

Register

*
*
*
*
*
*

Fields marked with an asterisk (*) are required.

Facebook