T18 - Asymptotic Properties of OLS and R.W,

29 Novembro 2017, 09:30 • Isabel Proença

Asymptotic properties of OLS: Assumptions TS1' to TS.5'. Highly persistent time series: the random walk  and the random walk with drift.

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T17 - Stationary and weakly dependent TS

28 Novembro 2017, 10:30 • Isabel Proença

Further topics in using OLS with time series data: Introduction; Stationary Time Series; Weakly dependent Time Series; The MA(1) and AR(1) processes. Examples. 

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P08 - Heteroskedasticity and robust inference

23 Novembro 2017, 08:00 • Luís Silveira Santos

Exercise 1, 2, 3, C3 and C4 - Chapter 8 (W)

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T16 - Using Trending variables and seasonality

22 Novembro 2017, 09:30 • Isabel Proença

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

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T15 - Dummy variables and trends

21 Novembro 2017, 10:30 • Isabel Proença

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

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