Sumários
Lecture12
7 Dezembro 2022, 18:00 • Gabriel Zsurkis
Review of the main topics addressed in this course. Resolution of exercises.
Lecture 10
23 Novembro 2022, 18:00 • Gabriel Zsurkis
VAR processes with I(1) variables. The Cointegrated VAR Model.
Lecture 9
16 Novembro 2022, 18:00 • Gabriel Zsurkis
Checking VAR Model Adequacy. Several Model Diagnostic Checking tools. Applications with R. VAR processes with I(1) variables.
Lecture 8
9 Novembro 2022, 18:00 • Gabriel Zsurkis
Model Selection Criteria with VAR Models. Checking VAR Model Adequacy. Several Model Diagnostic Checking tools. Applications with R.