Sumários

TC23

3 Maio 2021, 13:30 • Artur Silva Lopes

Correction of some multiple choice exercises.

Serial correlation: GSL and FGLS estimation.

Note: only 2 students attended.

P10 - Basic Regression Analysis with Time Series Data and Further Issues in Using OLS with Time Series Data

30 Abril 2021, 12:30 • Luís Silveira Santos

Exercise C11 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 10);

Exercise 1, 2, 4, 6, 7 and 8 (Exercise Sheet Chapter 9).

TC22

27 Abril 2021, 13:30 • Artur Silva Lopes

Implications of serial correlation in a special case.

Tests for serial correlation.

Note: a) as in the last weeks, only 4 students attended the class; the others are not coming to theoretical classes for a long time; b) the first student arrived at 13h 45m, the second at 13h 47m, the third at 13h 56m and the fourth at 14h 11m.

TC21

26 Abril 2021, 13:30 • Artur Silva Lopes

Highly persistent processes - conclusion.

Dynamically complete models.

Serial correlation: implications.

P09 - Multiple Linear Regression Model; Chow test (cont.), Heteroskedasticity. Basic Regression Analysis with Time Series Data

23 Abril 2021, 12:30 • Luís Silveira Santos

Exercise C6 (conclusion) (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7);

Exercise 2, 3 and C4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 8);

Exercise 2, 3 and C4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 10).