Sumários
Lecture 8
30 Outubro 2023, 18:00 • Paulo Parente
Univariate time series modelling
- Stochastic Process
- Stationary Processes
- Wold’s Decomposition Theorem
- ARMA processes
Lecture 7
23 Outubro 2023, 18:00 • Paulo Parente
Topic 4 - Limited Dependent Variable Models
4.3. Censored data;
4.4. Sample selection;
Exercise Sheet 4: Exercise 1 and 3
Lecture 6
16 Outubro 2023, 18:00 • Paulo Parente
Topic 3 - Ordered Data and Count Data Models
- Count Data Models
- Hurdle and Zero-Inflated Poisson Models.
- Binomial Regression.
Exercise Sheet 3: Exercises 2 and 3.
Topic 4 - Limited Dependent Variable Models
4.1 Introduction;
4.2 Truncated data;
4.3 Censored data;
Lecture 5
9 Outubro 2023, 18:00 • Paulo Parente
Exercise Sheet 2- Exercise 2(d)(ii)
Topic 3 - Ordered Data and Count Data Models
- Ordered data
- Count Data Models
Overdispersion
Heterogeneity and the Negative Binomial Regression Model
Hurdle and Zero-Inflated Poisson Models
Lecture 4
2 Outubro 2023, 18:00 • Paulo Parente
Topic 2 - Discrete Choice Models
- Multinomial choice models
- Multinomial Logit
- Probabilistic Choice Models
Exercise Sheet 2: Exercise 2a,b,c,d(i)