Title: Research and Academic Skills programm Session 2: Essential Econometric test and models: Unit root and stationary test

Abstract: 

The econometrics method we use is “unit root test”. This applied econometrics test plays an important role in mainstream economics research as it was developed by Dickey and Fuller (1979) , numerous surveys and studies introduced this method since then (see, Perman,1991; Campbell and Perron , 1991; and Dolado et al., 2006). Several important topics in economics and finance adopts unit root test, including purchasing power parity, unconditional income convergence hypothesis, and financial market bubbles , corporate profit persistence, financial leverage mean reversion, and price convergence. Unit root test is used to test for the stationarity of a time series. In this session we will examine the development of this methodology.

Lecturer: Chi Keung Lau

Date/Time: 19:00 – 21:00PM, 9 Nov, 2020

Online Platform: Tencent Conference Meeting ID: 747 795 489

Brief introduction of the lecturer: 

Dr. Chi Keung Lau is Associate Professor of School of Economics, University of Huddersfield, Senior Fellowship of the UK Higher Education Academy. He has published more than 80 SSCI/SCI papers (including more than 20 SSCI Q1 papers). He served as the founding associate editor of Eurasian Business Review (SSCI Q1), the Sustainability and Frontiers in Public Health, as well as the reviewer of Journal of Banking and Finance, European Management Review, Energy Economics, Economic Letters, Journal of Technological Forecasting and Social Change.