P07 - Heteroskedasticity tests; Time series

22 Novembro 2018, 08:00 • Luís Silveira Santos

Exercise C3 and C4, chapter 8, Wooldridge.

Exercise 1, 2, 3, 5 and C4, chapter 10, Wooldridge.

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T18 - Using Trending variables and seasonality

21 Novembro 2018, 09:30 • Isabel Proença

Using trending variables in regression analysis. Seasonality: seasonal dummy variables; test of seasonality.

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T17 - Dummy variables and trends

20 Novembro 2018, 10:30 • Isabel Proença

Basic Regression analysis with Time Series Data: Functional form and Dummy variables. Trends. Examples. 

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P06 - Interaction effects; Chow test; Heteroskedasticity

15 Novembro 2018, 08:00 • Luís Silveira Santos

Exercise C6, C7, chapter 7, Wooldridge

Exercise 1, 2, 3, C3 (topics), chapter 8, Wooldridge

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T16 -  Finite sample properties of OLS

14 Novembro 2018, 09:30 • Isabel Proença

Basic Regression analysis with Time Series Data: Finite sample properties of OLS under classical assumptions. Examples.

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