George N. Ike

George N. Ike

Luminous Insights Academy

12:00 pm - 12:00 pm
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Bivariate Granger Causality tests

12:00 pm - 12:15 pm
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Multivariate Granger Causality tests

1:15 pm - 1:30 pm
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Toda-Yamamoto Procedure

1:30 pm - 1:45 pm

Spectral Granger causality tests

1:45 pm - 2:00 pm
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Time-varying Granger causality tests

2:00 pm - 2:15 pm

Who should attend this workshop

12:00 pm - 12:00 pm
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Ordinary least squares regression (OLS)

12:00 pm - 12:15 pm
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OLS with robust standard errors

1:15 pm - 1:30 pm
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Fully modified OLS

1:30 pm - 1:45 pm

Dynamic OLS

1:45 pm - 2:00 pm
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ARDL Model

2:00 pm - 2:15 pm

Dynamic ARDL simulations

2:30 pm - 2:45 pm
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Vector Auto-regressions

2:45 pm - 3:00 pm
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Cointegrated VAR (Vector error correction model)

3:00 pm - 3:15 pm

Quantile regressions

12:00 pm - 12:00 pm
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Structural break tests

12:00 pm - 12:15 pm
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Traditional unit root tests

1:15 pm - 1:30 pm
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Unit root tests allowing for one or two breaks in the series

1:30 pm - 1:45 pm

Univariate cointegration tests

1:45 pm - 2:00 pm
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Univariate cointegration tests which allow for a structural break in the series

2:00 pm - 2:15 pm

Univariate cointegration tests which allow for both I(0) and I(1) variables in the series

2:30 pm - 2:45 pm
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Multivariate cointegration tests

12:00 pm - 12:00 pm
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Importing time series data into STATA

12:00 pm - 12:15 pm
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Handling missing data

1:15 pm - 1:30 pm
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Data transformation

1:30 pm - 1:45 pm

Descriptive statistics and correlation matrix

1:45 pm - 2:00 pm
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Time series plots

2:00 pm - 2:15 pm

Scatter plots