Summer School Courses 2012 "The Cointegrated VAR Approach: Methodology and Applications" - Department of Economics, University of Copenhagen
The course includes the topics: - Introduction to central concepts: vector autoregressive processes, error-correction models, non-stationary processes and cointegration. - Representation of cointegrated processes. - Estimation and testing in the cointegrated VAR model. - Identification and estimation of structural econometric models and common trends models. - Introduction to processes integrated of order 2. [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.
|Event dates:||2012-08-06 – 2012-08-26|
|Organizer:||Department of Economics, University of Copenhagen|
|Classification:||C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|
Persistent link: https://www.econbiz.de/10009496303