A15

2 Maio 2019, 10:00 • João Nicolau

    6 Cointegration

       6.1 Spurious Regression

       6.2 VAR Processes with Integrated Variables

       6.3 Cointegrated Processes and Vector Error Correction Models

          6.3.1 Some Definitions

---

A14

29 Abril 2019, 10:00 • João Nicolau

       4.6 Augmented Dickey-Fuller Tests

       4.7 Practical Issues in Implementing the ADF test

    5 VAR Processes

       5.1 Assumptions and Properties

---

A13

4 Abril 2019, 10:00 • João Nicolau

    4 Unit-Root Processes

       4.1 Definitions

       4.2 Introduction (Testing Unit-Roots)

       4.3 Brownian Motion (Wiener Process)

       4.4 The Functional CLT and Continuous Mapping Theorem

          4.4.1 Functional CLT

          4.4.2 Continuous Mapping Theorem

          4.4.3 Applications to Unit Root Processes

       4.5 Dickey-Fuller Tests

          4.5.1 No Constant Term or Time Trend in the Regression

          4.5.2 Constant Term but No Time Trend Included in the Regression

          4.5.3 Constant Term and Time Trend Included in the Regression

       4.6 Augmented Dickey-Fuller Tests

---

A12

1 Abril 2019, 10:00 • JOÃO ANTÓNIO MENDES DA CRUZ

Resolução dos exercícios 6, 8, 9, 10, 12 e 14 do cap.3

 

---

A11

28 Março 2019, 10:00 • JOÃO ANTÓNIO MENDES DA CRUZ

3.10 Forecasting.

Resolução dos exercícios 2, 3, 4 e 7 do cap.3

Esclarecimento de dúvidas sobre os trabalhos. 

---