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.

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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.

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T14

10 Novembro 2015, 11:30 • Isabel Proença

Asymptotic properties of OLS: Assumptions TS1' to TS.5'. Highly persistent time series: the random walk.

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T13

9 Novembro 2015, 10:00 • Isabel Proença

Stationary Time Series. Weakly dependent Time Series. The MA(1) and AR(1) processes. Examples.

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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.

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