lecture

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

We discussed about the consequences of serially correlated errors, testing for serial correlation, the Newey West HAC, and we briefly discussed about the ARCH model.

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Tutorial - Week 12

24 Abril 2025, 17:00 • Gabriel Zsurkis

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Tutorial - Week 11

10 Abril 2025, 17:00 • Gabriel Zsurkis

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lecture

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

We discussed about trending series, seasonality, covariance stationarity, weak-dependance. We introduced the AR, MA models, the random walk, and the autoregressive distributed lag model.

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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).

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