Sumários
A18
30 Abril 2020, 10:00 • João Nicolau
5 Cointegration [Lütkepohl, 2005]
5.1 Spurious Regression
5.2 VAR Processes
Videos: Ponto 5 Parte 1 a 8
A15
20 Abril 2020, 10:00 • João Nicolau
2.6 Testing Overidentifying Restrictions
2.6.1 Testing all Orthogonality Conditions
2.6.2 Testing Subsets of Orthogonality Conditions
2.6.3 Regressor Endogeneity Test
Videos Ponto 2 parte 28 a Ponto 2 parte 30
A14
16 Abril 2020, 10:00 • João Nicolau
2.4 Generalized Method of Moments (GMM)
2.4.1 GMM
2.4.2 Implications of Conditional Homoskedasticity
2.5 Large-Sample Properties of GMM
2.5.1 Sampling Error
2.5.2 Asymptotic Distribution of the GMM Estimator
Videos Ponto 2 Parte 24 a Ponto 2 Parte 27