Sumários
T5
18 Março 2024, 11:30 • João Nicolau
Exercicio 12 cap. 2
3 ARMA Processes
3.1 Review
3.2 Autocorrelation and Partial Autocorrelation Functions [AP]
3.2.1 Autocovariance and Autocorrelation
3.2.2 Partial Autocorrelation
T4
11 Março 2024, 11:30 • João Nicolau
2.4.2 Hypothesis Testing on Model Specification
Exercícios 7 e 8
P4
7 Março 2024, 10:00 • João Nicolau
2.4 Generalized Method of Moments (GMM)
2.4.1 The Estimator
2.4.2 Large-Sample Properties of GMM
Exercícios 4 e 6