Lecture 19

27 Novembro 2019, 10:30 • Paulo Parente

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

•   Random Walks
•   Transforming Persistent Series
•   Dynamically Complete Models and the Absence of Serial Correlation

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Lecture 18

26 Novembro 2019, 10:30 • Paulo Parente

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

•  Autoregressive distributed Lag model
•  Random Walks

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P09 - Time Series

21 Novembro 2019, 08:00 • Luís Silveira Santos

Exercise 1, 2, 3, 5 and C4 (Wooldridge - Chapter 10)

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Lecture 17

20 Novembro 2019, 10:30 • Paulo Parente

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

•   Covariance Stationary Process
•   Weakly Dependent Time Series
•   Assumptions for consistency and asymptotic normality of OLS

Homework: Chapter 10 of Wooldridge (2013): Exercises 1, 2, 3, 5, C4, C11.

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Lecture 16

19 Novembro 2019, 10:30 • Paulo Parente

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

•   Trending Time Series
•   Seasonality

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

•   Covariance Stationary Process
•   Weakly Dependent Time Series

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