Nonlinear econometric methods

I would like to express our appreciation to Professor WONG Wing-Keung for providing a seminar on Advancements in nonlinear econometric methods and a workshop on Applications of nonlinear econometric methods .

The illustration of the sample code ( R programming ) covering time series analysis techniques including unit root test, cointegration test, VAR estimation, linear Granger causality test and non-linear Granger causality test are essential for improving the research skill of our colleagues and students. The guidance of necessary software (Rstudio and Code:Block) environment setup and installation are extremely informative.

Once again, thank Professor WONG Wing-Keung for his contribution to the “IIDS Project – Recent Developments in Theoretical and Applied Econometrics Analysis”. We are looking forward to our research collaborations in the future.


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