Sumários
TC20
20 Abril 2021, 13:30 • Artur Silva Lopes
Autoregressive distributed lag models: dynamic effects and empirical example.
Random walks and unit root models.
TC19
19 Abril 2021, 13:30 • Artur Silva Lopes
Analysis of the AR(1) process.
The model for stationary and weakly dependent variables.
ADL models: introduction.
Note: a significant portion of this class was presented to 1 student only.
P08 - Multiple Linear Regression Model; Functional Form (cont.), Dummy Variables (explanatory variables) and Chow test
16 Abril 2021, 12:30 • Luís Silveira Santos
Exercise 5 (conclusion), 8 and C6 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7).
TC18
13 Abril 2021, 13:30 • Artur Silva Lopes
Seasonality.
Stationary and weakly dependent time series.
The MA(1) process.
TC17
12 Abril 2021, 13:30 • Artur Silva Lopes
Inference about the long run multiplier.
Trending variables: univariate models; spurious results; FWL theorem for models with trends.