Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller.
Functional Form and Dynamic Models. Introduction Discuss the importance of functional form Examine the Ramsey Reset Test for Functional Form Describe.
Dynamic Models. Introduction Assess the partial adjustment model as an example of a dynamic model Examine the ARDL model as a means of testing the partial.
Cointegration and Error Correction
Structural modelling: Causality, exogeneity and unit roots Andrew P. Blake CCBS/HKMA May 2004.
