Sumários
Lecture 21 - video lecture
13 Maio 2020, 15:00 • Paulo Parente
Serial Correlation and Heteroskedasticity in Time Series Regressions,
Wooldridge (2013), Chapter 12
Part 3
- Heteroskedasticity in Time Series Regressions
- Autoregressive Conditional Heteroskedasticity
- GLS with heteroskedasticity and serial correlation.
END OF PROGRAMME
Lecture 20 - video lecture
11 Maio 2020, 15:00 • Paulo Parente
Serial Correlation and Heteroskedasticity in Time Series Regressions,
Wooldridge (2013), Chapter 12
Part 2
- Generalised Least squares (GLS) with strictly exogenous
regressors
- Serial Correlation-Robust Standard Errors
P10 - Time Series
7 Maio 2020, 13:30 • Luís Silveira Santos
Exercise C11 (Wooldridge, Chapter 10)
Exercise 1, 2, 3, 4, 6, 7 and 8 (Exercise Sheet, Chapter 9)