Sumários

Tutorial - Week 12

24 Abril 2025, 17:00 • Gabriel Zsurkis

Exercises from Chapter Wooldridge, Introductory Econometrics, Chapter 12.

Tutorial - Week 11

10 Abril 2025, 17:00 • Gabriel Zsurkis

Exercises 2,3,4,5-- Wooldridge, Introductory Econometrics, Chapter 11.

lecture

9 Abril 2025, 12:00 • Adriana Cornea-madeira

We discussed the assumptions for consistency and conducting standard inference in time series models with possible lagged dependent variables. We also introduced the autoregressive distributed lag model and looked at the inference for the long run propensity (including an example).

lecture

8 Abril 2025, 13:30 • Adriana Cornea-madeira

We introduced the autoregressive model of order p, AR(p), and we derived the properties of the AR(1) in the case it was covariance-stationary.

lecture

7 Abril 2025, 12:00 • Adriana Cornea-madeira

Q&A