T12

27 Outubro 2015, 11:30 • Isabel Proença

Using trending varaibles in regression analysis. Seasonality: seasonal dummy variables; test of seasonality. Introduction to chapter 4: Further topics in using OLS with time series data.

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T11

26 Outubro 2015, 10:00 • Isabel Proença

3. Basic Regression analysis with Time Series Data:

3.4. Functional form and Dummy variables.

3.5. Trends and spurious regression.

Examples.

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T10

20 Outubro 2015, 11:30 • Isabel Proença

3. Basic Regression analysis with Time Series Data:

3.3. Finite sample properties of OLS under classical assumptions.

Examples.

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T09

19 Outubro 2015, 10:00 • Isabel Proença

3. Basic Regression analysis with Time Series Data

3.1 The nature of Time Series Data

3.2 Examples of Times series regression models: Finite Distributed Lag (FDL) Models - the impact multiplier and the long-run multiplier.

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P04

14 Outubro 2015, 10:00 • DAVID LEITE DAS NEVES

A. Exercises from chapter 2. 

B. Exercise 1 of chapter 17 from Wooldridge 4ed.

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