Sumários

lecture

8 Maio 2023, 14:30 • Adriana Cornea-madeira

We discussed about random walk models and the implications of unit roots in inference.

P11 - MRLM: Heteroskedasticity. Time Series: Introduction.

4 Maio 2023, 14:30 • Luís Silveira Santos

Exercise 2, 3 and C4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 8).
Exercise 2, 3 and C4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 10).


lecture

3 Maio 2023, 14:30 • Adriana Cornea-madeira

We discussed about covariance-stationarity and weak dependence, ARMA models and autoregressive distributed lag models.

P10 - MRLM: Dummy variables (cont.)

27 Abril 2023, 14:30 • Luís Silveira Santos

Exercise 4iii), 5 and C6 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7)


lecture

26 Abril 2023, 14:30 • Adriana Cornea-madeira

We discussed about the long run propensity, trending and seasonality.