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.

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lecture

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

Q&A

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Tutorial - Week 10

3 Abril 2025, 17:00 • Gabriel Zsurkis

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lecture

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

We discussed about trends and seasonality, and the importance of not ignoring them. We then introduce covariance stationary processes, the white noise and the moving average process (checking if it was covariance-stationary). We also discussed about weak dependance and its importance, in relation with the cross sectional data. 

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lecture

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

We looked at how to do inference on the long-run propensity and discussed about the spurious regression problem related to ignoring the possible trend in time series.

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