Irfan Ahmed, PhD

Engle-Granger 2 step, and 1 step, estimation procedures Cointegration in Single Equations: Cointegration -   evidence of long-run or equilibrium relationships With cointegration the residuals from a regression are stationary. Tested informally and formally for cointegration                 Formal Tests include   (1) Cointegrating Regression Durbin Watson (CRDW) test   (2) Cointegrating Regression Dickey Fuller (CRDF) test     Summary of Lecture                 (1) Introduce Granger Representation Theorem.                                 - relates cointegration to Error Correction Models                 (2) Suggest different ways of estimating long run coefficients and short run models                 (3) Multivariate regressions and testing for cointegration. Cointegration: The usefulness of ECMs Error correction mechanisms are useful for representing the short run relationships between variables. Another way of saying we are not always at equilibrium . The error correction mod

GENERAL CONFERENCE INFORMATION Conference Venue: The conference venue will be announced at least one week before the conference. Click here for more information on the conference venue. Conference Hotel: An excellent luxury hotel. Those that register for the conference and book with the conference hotel, they will receive hotel details ΟΝΕ (1) week prior to the conference via email only. If you do not book with the conference hotel, please book in downtown Athens, close to Syntagma Square. Click here for more information on the conference hotel. Registration Form: Please click here for the registration form. Conference Program: The exact program will be available very close to the conference dates. Click here for the Provisional Program (schedule), if available. Registered Presenters: A list of papers to be presented will be uploaded SIX (6) weeks before the conference. Notice that as we approach the conference dates more papers to be presented will be added to this l