T21

14 Dezembro 2015, 10:00 • Isabel Proença

Empirical example with the Engle-Granger test.

Error correction models. Examples.

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T20

1 Dezembro 2015, 11:30 • Isabel Proença

Cointegration. Estimation of the contegrating parameter. The long-run relationship.

Testing for cointegration when the cointegrating parameter is known.

Testing for cointegration when the cointegrating parameter is unknown: the Engle-Granger test.

Incorporating a trend in the long-run relationship.

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T19

30 Novembro 2015, 10:00 • Isabel Proença

Empirical example with unit root tests.

Spurious regression.

Cointegration: initial concepts.

 

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T18

24 Novembro 2015, 11:30 • Isabel Proença

Unit root tests. The G-T-S t-sig 10% procedure.

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T17

23 Novembro 2015, 10:00 • Isabel Proença

Testing for serial correlation: The Durbin h-alt test and the Breusch-Godfrey test.

Differenciation and serial correlation.

Inquérito do Conselho Pedagógico.

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