Sumários
Aula Teórica 9
24 Abril 2023, 11:30 • Paulo Parente
ARMA Processes
- More on Stationarity andWeak Dependence
- Filters
- Moving Average Processes
- Autoregressive Processes
- ARMA processes
Aula Teórica 8
17 Abril 2023, 11:30 • Paulo 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 Parente
Exercise Sheet 3: Exercises 6, 7, 9, 10, 11(a).