Sumários

Aula Teórica 9

24 Abril 2023, 11:30 • PAULO MIGUEL DIAS COSTA PARENTE

ARMA Processes
  • More on Stationarity andWeak Dependence
  • Filters
  • Moving Average Processes
  • Autoregressive Processes
  • ARMA processes

aula prática 8 - M22

20 Abril 2023, 10:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercises 11b, 12, 13

aula prática 8 - M21

18 Abril 2023, 10:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercises 9b and 12

Aula Teórica 8

17 Abril 2023, 11:30 • PAULO MIGUEL DIAS COSTA PARENTE

    Endogeneity and the GMM


  ∙  Asymptotic Distribution of the GMM Estimator
  ∙  Hypothesis Testing
  ∙  Testing Overidentifying Restrictions
  ∙  Testing Subsets of Orthogonality Conditions

ARMA Processes 
  -  Review
  -  Autocorrelation and Partial Autocorrelation Functions
  -  ACF and PACF Estimation
  -  More on Stationarity and Weak Dependence

aula prática 7 M22

13 Abril 2023, 10:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercises 6, 7, 9, 10, 11(a).