T16

29 Novembro 2016, 11:30 • Isabel Proença

Further topics in using OLS with time series data: Introduction; Stationary Time Series; Weakly dependent Time Series; The MA(1) and AR(1) processes. Examples.

---

[P09] Basic regression analysis with Time Series

24 Novembro 2016, 09:30 • Luís Silveira Santos

Exercise 8.1, 8.2, 8.3, 8.5, 8.C4 and 8.C11 (topics)  [Wooldridge, 5th ed.]

---

T15

23 Novembro 2016, 11:00 • Isabel Proença

Using trending variables in regression analysis. Seasonality: seasonal dummy variables; test of seasonality.

---

T14

22 Novembro 2016, 11:30 • Isabel Proença

Basic Regression analysis with Time Series Data: Functional form and Dummy variables. Trends. Examples. Pedagogical board inquiry.

---

[P08] Multiple Regression Analysis - Chow test (review) and Heteroscedasticity

17 Novembro 2016, 09:30 • Luís Silveira Santos

Exercise 7.C6, 7.C7, 8.1,  8. 2 and  8. C3 [Wooldridge, 5th ed.]

---