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
The Poisson Regression Model
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)