Lecture 19- video lecture

6 Maio 2020, 15:00 • Paulo Parente

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Lecture 18 - video lecture

4 Maio 2020, 15:00 • Paulo Parente

Further Issues in Using OLS with Time Series Data. Wooldridge (2013), Chapter 11

Part 3

- Autoregressive distributed Lag model (Stock and Watson, 2015, section 14.4)
 - Random Walks

 

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P09 - MRLM; Heteroskedasticity; Time Series

30 Abril 2020, 13:30 • Luís Silveira Santos

Exercise C4 (Wooldridge - Chapter 8)

Exercise 1, 2, 3 and C4 (Wooldridge - Chapter 10)

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Lecture 17 -video lecture

29 Abril 2020, 15:00 • Paulo Parente

Further Issues in Using OLS with Time Series Data. Wooldridge (2013), Chapter 11

Part 2

- Examples of weakly dependent time series
    - moving average process of order one
    - autoregressive process of order one
- Assumptions for consistency and asymptotic normality of OLS

 

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Lecture 16 - video lecture

27 Abril 2020, 15:00 • Paulo Parente

Basic Regression Analysis with Time Series Data. Wooldridge (2013),Chapter 10

Part 3

- Trending Time Series
 -Seasonality

 

Further Issues in Using OLS with Time Series Data. Wooldridge (2013), Chapter 11
Part 1
- Covariance Stationary Process
- Weakly Dependent Time Series

 

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