Weeks | Topics |
1 |
The stationarity of time series
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2 |
The study of stationarity: Autocovariance function, Autocorrelation function, Correlogram, Box Test, Ljung-Box test
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3 |
Unit root tests without structural breaks:Dickey-Fuller, Augmented Dickey-Fuller, Phillips-Perron, Ng and Perron, DF-GLS, KPSS
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4 |
Yapısal kırılmayı dikkate almayan birim kök testleri: Dickey-Fuller, Genişletilmiş Dickey-Fuller,Joint test, Phillips-Perron, Ng ve Perron, DF-GLS, KPSS
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5 |
Unit root tests with structural breaks: Perron, Zivot-Andrews, Lumsdaine-Papell, Lee-Strazicich, Kapetanios, Bai-Berron
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6 |
Unit root tests with structural breaks: Perron, Zivot-Andrews, Lumsdaine-Papell, Lee-Strazicich, Kapetanios, Bai-Berron
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7 |
Cointegration
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8 |
Cointegration
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9 |
ARDL Model and Granger Causality
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10 |
VAR Model and analysis: Impulse-response functions and variance decomposition analysis
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11 |
VAR Model and analysis: Impulse-response functions and variance decomposition analysis
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12 |
Structural VAR Model and Error Corrected Mechanism (ECM)
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13 |
VECM Model
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14 |
VECM Model
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