THE PROJECT AIMS TO INCREASE THE QUALITY AND NUMBER OF SCIENTIFIC STUDIES
The “Time Series Training for Women Researchers-1” project has been prepared for female researchers who are continuing their master's degree, doctoral education or working as a research assistant in any sub-field of Social Sciences at state or foundation universities. The aim of the project is to increase the quality and number of scientific studies of women researchers.
TRAININGS BEGIN ON FEBRUARY 6!
The project, which is planned to be carried out on the online platform between 6-9 February 2023, will provide basic theoretical and applied time series training. The following topics are included in the training where E-Views and WinRats package programs will be used;
1. Introduction to Time Series Analysis (data types, trend, etc.)
2. Time Series Processes (AR, MA and ARIMA models)
3. Stationarity and Unit Root Tests
Traditional Unit Root Tests (ADF, PP, Ng-Perron)
Unit Root Tests with Structural Breaks
Zivot Andrews Unit Root Test
Lumsdaine and Papell Unit Root Test
Lee- Strazicich Unit Root Tests
Kapetanios Unit Root Test
4. Spurious Regression and Cointegration Tests
Traditional Cointegration Tests (Engle-Granger, Johansen)
Cointegration Tests with Structural Breaks
Gregory-Hansen Cointegration Test
ARDL Bounds Testing Approach
Hatemi-J Cointegration Test
Maki Cointegration Test
5. Long-Run Coefficient Estimators
Autoregressive Distributed Lag (ARDL)
Fully Modified Ordinary Least Square (FMOLS)
Dynamic Ordinary Least Square (DOLS)
6. VAR-VECM Models, Impulse Response Functions and Causality Tests
Toda Yamamoto Causality Test
Hacker-Hatemi-J Causality Test
Hatemi-J Asymmetric Causality Test
Those who want to participate in the training, which will last for 4 days, should apply by sending their ARBIS CV (with PDF in Turkish) to the address “
bucakir@gelisim.edu.tr” until January 1, 2023.
