Sumários
T16
17 Novembro 2015, 11:30 • Isabel Proença
Serial correlation: Definition. Consequences in estimation and inference with OLS. Testing for serial correlation of order 1 with strictly exogenous regressors.
T15
16 Novembro 2015, 10:00 • Isabel Proença
Highly persistent time series: the random walk with drift. Transformation of highly persistent time series. Highly persistent time series in regression analysis. Examples. Dynamically complete models.
T14
10 Novembro 2015, 11:30 • Isabel Proença
Asymptotic properties of OLS: Assumptions TS1' to TS.5'. Highly persistent time series: the random walk.
T13
9 Novembro 2015, 10:00 • Isabel Proença
Stationary Time Series. Weakly dependent Time Series. The MA(1) and AR(1) processes. Examples.
P6
28 Outubro 2015, 10:00 • Isabel Proença
Chapter 10 of Wooldridge "Introductory Econometrics: A Mdern Approach", 5th Ed.:
- problem 5
- Example 10.5 and C2;
- C5
- Discussion of the resolutions of Problem set 1.