P12 - Time Series; Autocorrelation

12 Dezembro 2019, 08:00 • Luís Silveira Santos

Exercise C10 (Wooldridge - Chapter 10).

Exercise 2 and 3 (detailed) (Exercise Sheet, Chapter 10).

---

Lecture 21

10 Dezembro 2019, 10:30 • Paulo Parente

Mock Exam 2 was solved.

Doubts clearing up session.

---

P11 - Time Series; Autocorrelation

5 Dezembro 2019, 08:00 • Luís Silveira Santos

Exercise 5, 9, 10, 11, 12, 13 and 14 (Exercise Sheet, Chapter 9).

Exercise 1, 2, 3, 4 and 5 (Exercise Sheet, Chapter 10).

---

Lecture 20

3 Dezembro 2019, 10:30 • Paulo Parente

Serial Correlation and Heteroskedasticity in Time Series Regressions,  Wooldridge (2013), Chapter 12

•   Serially Correlated Errors: Consequences
•  Testing for Serial Correlation
•  Generalised Least squares (GLS) with strictly exogenous regressors

---

P10 - Time Series

28 Novembro 2019, 08:00 • Luís Silveira Santos

Exercise 1, 2, 3, 4, 6, 7 and 8 (Exercise Sheet, Chapter 9)

---