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Department of Economics, University of Copenhagen

Dates:
August 06-26, 2012
Description:
Summer School Courses 2012 "The Cointegrated VAR Approach: Methodology and Applications" - Department of Economics, University of Copenhagen
Location:
Copenhagen, Denmark
Subject:
The course includes the topics: - Introduction to central concepts: vector autoregressive processes, error-correction models, non-stationary processes and cointegration. - Representation of cointegrated processes. - Estimation and testing in the cointegrated VAR model. - Identification and estimation of structural econometric models and common trends models. - Introduction to processes integrated of order 2. [gem?_?? den Informationen des Anbieters - according to site editor's information] The website is no longer available. [Redaktion EconBiz - editors EconBiz]
Notes:
JEL Code:
C
Sponsor:
URL:

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