Sumários
T22 - Examples
12 Dezembro 2017, 10:30 • Isabel Proença
Serial correlation and Heteroscedasticity in time series. Empirical example: testing for serial correlation and dynamically complete models.
P10 - Advanced topics in Time Series
7 Dezembro 2017, 08:00 • Luís Silveira Santos
Exercise 1, 2, 3 and 4 - Exercise list P10
T21 - serial correlation
6 Dezembro 2017, 09:30 • Isabel Proença
Serial correlation: Definition. Consequences in estimation and inference with OLS. Testing for serial correlation of order 1 with strictly exogenous regressors. Testing for serial correlation: the Breusch-Godfrey test.
T19 - transformation of highly persistent time series
5 Dezembro 2017, 10:30 • Isabel Proença
Transformation of highly persistent time series. Highly persistent time series in regression analysis. Examples. Dynamically complete models.
P09 - Basic regression analysis with Time Series data
30 Novembro 2017, 08:00 • Luís Silveira Santos
Exercises 1, 2, 3, 5, C4 and C11 - Chapter 10 (W)