International Economic Society International Training Workshop on Econometric Modeling and Data Anal

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International Economic SocietyInternational
Training Workshop on Econometric Modeling and
Data Analysis Series III September 07-11, 2009

• Lectured by
• Salih Turan KATIRCIOGLU, Ph.D
• Associate Professor of Economics,
• Department of Banking and Finance
• Faculty of Business and Economics
• Eastern Mediterranean University
• P.O. 95, Famagusta / North Cyprus,
• Via Mersin 10, TURKEY.
• Email salihk_at_emu.edu.tr

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Program Contents in Brief

• Stationary nature of time series and Unit Root
  Tests for Stationarity with and without
  Structural Breaks
• Cointegration Tests for long-run equilibrium
  relationship between time series Engle-Granger
  and Johansen Approaches
• The Bounds Test to Level Relationships under ARDL
  (Autoregressive Distributed Lag) Modeling
  Approach developed by Pesaran et. Al. (2001)
• Granger Causality Tests under Vector-Autoregressiv
  e (VAR), Vector Error Correction (VEC) and
  Conditional Error-Correction Models (CECM).
• Impulse Response Analysis
• Panel Data Econometrics in EVIEWS 6.0
• Academic Writing Skills for publishing high
  quality papers in top ranking journals

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Program Details-1 Unit Root Tests

• Monday (September 07, 2009)
• Morning Session 09.00 12.20
• Introduction to Time Series Analysis
• Introduction to Stationarity of Series
• Unit Root Tests for Stationarity
• Dickey-Fuller (DF) Test for Stationarity
• Augmented DF Test for Stationarity
• Phillips-Perron Test for Stationarity
• KPSS Test for Stationarity
• Structural Break Tests Using Perron (1992) Model
• Afternoon Session 13.30 16.20
• Application of Unit Root Tests for Sample Data
  in EVIEWS 6.0 Software with a demonstration table
  in MS WORD

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Program Details-2 Cointegration

• Tuesday (September 08, 2009)
• Morning Session 09.00 12.20
• Introduction to the term Cointegration
• Engle-Granger (1987) Setting for Cointegration
• Johansen Approach for Cointegration (1988, 1990)
• Deciding on Optimal Lag Selection based on AIC
  and SIC
• Afternoon Session 13.30 16.20
• Application of Cointegration Tests for Sample
  Data in EVIEWS 6.0 Software with demonstration
  tables in MS WORD.

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Program Details-3 Bounds Test

• Wednesday (September 09, 2009)
• Morning Session 09.00 12.20
• Pesaran, M. H., Shin, Y. and Smith, R. J. (2001)
  Bounds testing approaches to the analysis of
  level relationships, Journal of Applied
  Econometrics, 16, 289 326.
• Deciding on Optimal Lag Selection for Pesaran et
  al. (2001) Cointegration Model based on AIC and
  SIC.
• Afternoon Session 13.30 16.20
• Application of Pesaran et al. (2001) Bounds
  Tests by Sample Data in EVIEWS 6.0 and by
  introducing new program codes. Reporting with
  demonstration tables in MS WORD.

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Program Details-4 Granger Causality Tests

• Thursday (September 10, 2009)
• Morning Session 09.00 12.20
• Vector Autoregressive Models for Granger
  Causality
• Vector Error Correction Models for Granger
  Causality
• Weak Exogeneity Tests for Causality
• Conditional Error Correction Models under the
  ARDL approach by introducing new program codes in
  EVIEWS 6.0
• Impulse Response Analyses
• Afternoon Session 13.30 16.20
• Application by using Sample Data in EVIEWS 6.0
  Software with demonstration tables in MS WORD

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Program Details-4 Academic Writing Skills How
to Publish a Paper in Top Ranking Journals with a
Special Reference to Social Sciences Citation
Index journals

• Friday (September 11, 2008)
• Morning Session 09.00 12.20
• Basics for Creating Contents of an Article
• Writing an Introduction
• Hints for creating a Theoretical Model
• Writing Literature Review
• Writing Data and Methodology
• Basics in Results section
• Basics in Conclusion and Policy Implications
• Afternoon Session 13.30 16.20
• An Empirical Application of Academic Writing
  Skills via Real Life Application in MS Word
  Presentation
• Additional Lecture on Panel Data Econometrics in
  Eviews 6.0