Sumários

Lecture 8

7 Novembro 2019, 18:00 • Paulo Parente

    Univariate time series modelling

  • ARMA processes
  • Box Jenkins Methodology
  • Forecasts

Lecture 7

31 Outubro 2019, 18:00 • Paulo Parente

Univariate time series modelling

  •   Stochastic Process
  •   Stationary Processes
  •   Wold's Decomposition Theorem
  •   ARMA processes

Lecture 6

24 Outubro 2019, 18:00 • Paulo Parente

    Limited Dependent Variable Models

  • Censored data;
  • Sample selection;

Exercise Sheet 4: Exercise 1

Lecture 5

17 Outubro 2019, 18:00 • Paulo Parente

Ordered Data and Count Data Models

  Count Data Models

  •   Heterogeneity and the Negative Binomial Regression Model
  •   Hurdle and Zero-Inflated Poisson Models.
  •   Binomial Regression
  •   Models for Panel Data


Exercise Sheet 3, Exercise 3

   
Limited Dependent Variable Models

  • Introduction;
  • Truncated data;

Lecture 4

10 Outubro 2019, 18:00 • Paulo Parente

Exercise Sheet 2: Exercise 2c),d)

 

Ordered data
Count Data Models

  • The Poisson Regression Model
  • Overdispersion