Sumários

T21

17 Novembro 2025, 10:00 • ESMERALDA DE JESUS RATINHO LOPES ARRANHADO

Stata practice

Random walks. Transforming persistent time series. 

Tutorial - Week 10

13 Novembro 2025, 10:00 • Gabriel Zsurkis

Exercises C3 and C4 -- Wooldridge, Introductory Econometrics, Chapter 8.  Stata exercise Tutorial exercises , week 10.


Exercises 1 and C4 -- Wooldridge, Introductory Econometrics, Chapter 10. 

Tutorial - Week 10

12 Novembro 2025, 10:00 • Gabriel Zsurkis

Exercises C3 and C4 -- Wooldridge, Introductory Econometrics, Chapter 8.  Stata exercise Tutorial exercises , week 10.


Exercises 1 and C4 -- Wooldridge, Introductory Econometrics, Chapter 10. 

T20

11 Novembro 2025, 10:00 • ESMERALDA DE JESUS RATINHO LOPES ARRANHADO

2.2. Further issues with OLS

Covariance stationary process. Weakly dependent time series. Examples: AR(1) and MA(1)

 Assumptions for consistence and asymptotic normality. Autoregressive distributed lag model.

T19

10 Novembro 2025, 10:00 • ESMERALDA DE JESUS RATINHO LOPES ARRANHADO

Trends and seasonality