T15 - FDL models

13 Novembro 2018, 10:30 • Isabel Proença

Basic Regression analysis with Time Series Data: The nature of Time Series Data. Examples of Times series regression models: Finite Distributed Lag (FDL) Models - the short-run multiplier and the long-run multiplier.

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T14 - Tests for Heteroscedasticity

31 Outubro 2018, 09:30 • Isabel Proença

Testing for heteroscedasticity. Examples. Exercises .

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T13 - Heteroscedasticity

30 Outubro 2018, 10:30 • Isabel Proença

Heteroscedasticity: motivation; definition and consequences for OLS. Heteroscedasticity-robust inference after OLS estimation of the coefficients. Estimation when the heteroscedasticity is known up to a multiplicative constant. Testing for heteroscedasticity.

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P05 - Dummy variables

25 Outubro 2018, 08:00 • Luís Silveira Santos

Exercise 1, 2, 5, C4, C7(i), chapter 7, Wooldridge

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T12 - Chow test

24 Outubro 2018, 09:30 • Isabel Proença

Testing for differences in the regression functions across groups: the Chow test. Examples. Exercises.

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