Advanced Econometrics: VAR models
Date:
28/05/2013 - 31/05/2013
Organised by:
School of Social Sciences
Presenter:
Professor Jesus Gonzalo
Level:
Advanced (specialised prior knowledge)
Contact:
Mr Glenn Miller - esrcdtc@soton.ac.uk
This is an advanced module on Vector Autoregressive Modelling of Economic Time Series. Topics will include the specification and estimation of VAR model, paying particular attention to the stationarity properties of the data. Emphasis will then be placed on the use of VARs for the identification of shocks and the economic interpretation of Impulse Response Functions.
Tue/Wed/Thu/Fri - 10:00-13:00 - Building 4 (Law School) Room 3045
Cost:
Free
Website and registration:
Region:
South East
Keywords:
Structural equation models, Time Series Analysis
Related publications and presentations from our eprints archive:
Structural equation models
Time Series Analysis