Sumários

T10

6 Maio 2024, 11:30 • João Nicolau

          5.3.3 Deterministic Terms in Cointegrated Processes
       5.4 Cointegration in Practice
          5.4.1 Testing Cointegration

P10

2 Maio 2024, 10:00 • João Nicolau

Exercícios 1, 2, 4 e 5 do cap. 4

T9

29 Abril 2024, 11:30 • João Nicolau

5.3 Cointegrated Processes and Vector Error Correction Models (até slide 195)

P10

24 Abril 2024, 11:30 • João Nicolau

Exercícios 1, 2, 4 e 5 do cap. 4

T8

22 Abril 2024, 11:30 • João Nicolau

       5.1 Spurious Regression
       5.2 VAR Processes
       5.3 Cointegrated Processes and Vector Error Correction Models
          5.3.1 Some Definitions