A13

2 Abril 2020, 10:00 • João Nicolau

  2.3 Definitions and Assumptions

          2.3.1 Regressors and Instruments

          2.3.2 Assumptions

       2.4 Generalized Method of Moments (GMM)

Videos: Ponto 2 parte 16 a Ponto 2 parte 23

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A12

30 Março 2020, 10:00 • João Nicolau

 2 Endogeneity and the GMM [Hayashi]

       2.1 Introduction

       2.2 Examples of Endogeneity

          2.2.1 Simultaneous Equations Bias

          2.2.2 Errors-in-Variables Bias

          2.2.3 Omitted Variable Bias 

          2.2.4 Sample Selection Bias

Videos: Ponto 2 Parte 01 a Ponto 2 Parte 15

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A11

26 Março 2020, 10:00 • João Nicolau

Exercícios sobre o ponto 4

Videos: Ponto 4 - Exercícios Parte 1 a Ponto 4 - Exercícios Parte 6

 

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A10

23 Março 2020, 10:00 • João Nicolau

       4.6 Augmented Dickey-Fuller Tests

       4.7 Practical Issues in Implementing the ADF test

Vídeos: Ponto 4 - Parte 8 a Ponto 8 - Parte 13

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A9

19 Março 2020, 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

     Videos: Ponto 4 Parte 1 a Ponto 4 Parte 7

 

 

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