Workshop: Practice in nonlinear co-integration and causality tests

Speaker:  Professor Wong, Wing Keung (Asia University, Taiwan)

Date:  10 June 2019 (Mon)
Time:  14:00 – 16:00
Venue:    RLG402, Research Complex

Abstract:

This workshop will discuss the econometric programs for linear and nonlinear co-integration and causality. Sample computer codes will be illustrated during the workshop. It is designed to familiarize participants with the common computer codes for tackling financial and economic research questions.

Resources:

R : https://mirror-hk.koddos.net/CRAN/bin/windows/base/R-3.6.0-win.exe

Rstudio : https://download1.rstudio.org/desktop/windows/RStudio-1.2.1335.exe

code::Blocks : https://sourceforge.net/projects/codeblocks/files/Binaries/17.12/Windows/codeblocks-17.12-setup.exe/download