Sumários

Lecture 7

20 Outubro 2025, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Univariate time series modelling
  • Wold’s Decomposition Theorem
  • ARMA processes

Lecture 6

13 Outubro 2025, 18:00 • PAULO MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA 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)

Lecture 3

22 Setembro 2025, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Topic 2 - Binary Choice Models
  • Simple specification tests
  • Goodness of Fit
Exercise Sheet 2: Exercise 2

Topic 3 - Ordered Data and Count Data Models
  • Ordered data
  • Count Data Models
    • The Poisson Regression Model