Lecture 12

15 Dezembro 2021, 18:00 • Nuno Sobreira

Cointegration. Vector Correction Models.

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Lecture 11

8 Dezembro 2021, 18:00 • Nuno Sobreira

Cointegration. Vector Error Correction Models.

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No lecture - National Holiday

1 Dezembro 2021, 18:00 • Nuno Sobreira

No lecture - National Holiday

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Lecture 10

29 Novembro 2021, 18:00 • Nuno Sobreira

VAR analysis with EViews. VAR processes with I(1) variables. The Cointegrated VAR Model.

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Lecture 9

24 Novembro 2021, 18:00 • Nuno Sobreira

More on Model Selection Criteria with VAR Models. Checking VAR Model Adequacy. Several Model Diagnostic Checking tools. Applications with R. 

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