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Unit Roots and Cointegration E-Course

Unread postPosted: Wed May 08, 2019 10:27 am
by TomDoan
Registration is still open for our newest e-course course, which will cover Unit Roots and Cointegration.

The course will run for roughly eight weeks beginning May 2 and will examine the practical and theoretical issues regarding "unit root" behavior of data and its importance for modern macroeconometric analysis, and its effects on other types of models, such as GARCH and related models. We will look at the effects on testing procedures of allowance for structural breaks. We will also cover the related (and generally more technically demanding) long-memory methods of fractional integration and differencing.

Installments of the course will be posted on a private part of this forum roughly once per week. Participants can work through them at their own pace, make suggestions and ask questions. You will also receive the finished workbook and all future editions of it. To order on-line, go to

It's the first product on that page.