Sumários
T21
14 Dezembro 2015, 10:00 • Isabel Proença
Empirical example with the Engle-Granger test.
Error correction models. Examples.
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.
T19
30 Novembro 2015, 10:00 • Isabel Proença
Empirical example with unit root tests.
Spurious regression.
Cointegration: initial concepts.
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.