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.

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T19

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

Trends and seasonality

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Tutorial - Week 9

6 Novembro 2025, 10:00 • Gabriel Zsurkis

Exercises 1,2,3, 7 and C1 -- Wooldridge, Introductory Econometrics, Chapter 8. 

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Tutorial - Week 9

5 Novembro 2025, 10:00 • Gabriel Zsurkis

Exercises 1,2,3, 7 and C1 -- Wooldridge, Introductory Econometrics, Chapter 8. 

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T18

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

Stata practice 2.

Regression Analysis with Time Series

2.1. Basic regression analysis

Time series/cross-sectional data. Finite distributed lag models. Assumptions for unbiasedness. Variances of OLS estimators. Inference on the long-run propensity

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