Sumários
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)