Sumários
Lecture 7
20 Outubro 2025, 18:00 • Paulo Parente
Univariate time series modelling
- Wold’s Decomposition Theorem
- ARMA processes
Lecture 6
13 Outubro 2025, 18:00 • Paulo Parente
Limited Dependent Variable Models
3 Censored data;
4 Sample selection;
Exercise Sheet 4: Exercise 1
Univariate time series modelling
- Stochastic Process
- Stationary Processes
Lecture 5
6 Outubro 2025, 18:00 • Paulo Parente
Exercise Sheet 3: Exercise 1(a)ii,(b),(c)
Limited Dependent Variable Models
1 Introduction;
2 Truncated data;
3 Censored data;
Lecture 4
29 Setembro 2025, 18:00 • Paulo Parente
Ordered Data and Count Data Models
- Count Data Models
- The Poisson Regression Model
- Overdispersion
- Heterogeneity and the Negative Binomial Regression Model
- Hurdle and Zero-Inflated Poisson Models.
Exercise Sheet 3: Exercise 1(a)