Sumários

Aula Teórica 1

13 Fevereiro 2023, 11:30 Paulo Parente

General information on the module

The Generalized Regression Model and Autocorrelation

  ∙  A refresher on the multiple regression model
  ∙  The Generalized Regression Model and Autocorrelation
  ∙  OLS Properties under Autocorrelation and/or Heteroskedasticity
  ∙  Autocorrelation