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.
PI Website: https://thomasyuenwaikee.wordpress.com/2019/06/22/nonlinear-econometric-methods/