Curso - International Seminar Unit Roots and Cointegration in Panels
Objetivos del cursoThe seminar will attempt to provide an up to date account of the field of macro-panel econometrics. Topics covered will include testing for unit roots and cointegration in macro-panels of data, their properties and uses, and their applications in empirical macroeconometrics.
Starting with the simpler frameworks, generalizations of testing procedures to allow for cross-section dependence and the use of factor models will be discussed. More advanced topics such as testing for structural breaks in macro-panels, weak and strong dependence and error correction representations of macro-panel models will be covered.
Curso dirigido aThe seminar is designed to bring together economists, econometricians, statisticians and social scientists who are interested in, or are working on, panel data issues. Whilst the instruction makes no assumptions as to prior exposure to the econometrics literature on panel data, participants should be familiarised with standard econometric techniques, such as multiple regression, qualitative choice models, and estimation methods such as maximum likelihood. Familiarity with basic empirical analysis will also be advantageous.
ContenidoCourse outline and reading list for “Unit roots and cointegration in panels”
Anindya Banerjee
Course at Universidad Del Rosario in Bogota
INTENSIDAD: 20 hours
HORARIO: 9 a.m. - 1:00 p.m.
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