Sumários
P13 - Time Series: further issues (cont.) and autocorrelation
18 Maio 2023, 14:30 • Luís Silveira Santos
Exercise 2, 7, 8, 9, 10, 11 and 14 (Exercise Sheet Chapter 9).
Exercise 1, 2, 3, 4 and 5 (Exercise Sheet Chapter 10).
lecture
15 Maio 2023, 14:30 • Adriana Cornea-madeira
We discussed about heteroskedasticity in time series, including the ARCH model.
P12 - Time Series: Introduction and further issues
11 Maio 2023, 14:30 • Luís Silveira Santos
Exercise C11 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 10).
Exercise 1, 4, 6 (Exercise Sheet Chapter 9).
lecture
10 Maio 2023, 14:30 • Adriana Cornea-madeira
We discussed about serial correlation and their implications in time series models.