lecture

28 Novembro 2022, 10:30 • Adriana Cornea-madeira

We discussed about serial correlation in time series and how to test for it.

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tutorial

25 Novembro 2022, 10:00 • Adriana Cornea-madeira

We solved exercises related to covariance-stationary, weak dependent and random walk processes.

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tutorial

24 Novembro 2022, 10:00 • Adriana Cornea-madeira

We solved exercises related to covariance-stationary, weak dependent and random walk processes.

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lecture

22 Novembro 2022, 10:00 • Adriana Cornea-madeira

We discussed about the autoregressive distributed lag model (and the lon-run multiplier), random walks, unit root processes (by referring to processes integrated of order 1 which were contrasted with processes integrated of order 0). We also discussed how to transform a series integrated of order 2 and 1 into a series integrated of order 0.

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lecture

21 Novembro 2022, 10:30 • Adriana Cornea-madeira

We discussed about covariance-stationary and weak dependent processes, the assumptions needed for the consistency of the OLS estimators (and contrasted these with the cross-sectional data approach). We then discussed examples of weak dependent processes: moving averages and autoregressive processes (and derived their mean, variance and covariance) 

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