Sumários
L13
18 maio 2022, 18:00 • Artur Silva Lopes
Cointegration and the ECM: testing and estimation.
Correction of exercises.
L12
11 maio 2022, 18:00 • Artur Silva Lopes
Cointegration estimation (SOLS, DOLS and ADL) and testing (EG).
L11
4 maio 2022, 18:00 • Artur Silva Lopes
Cointegration: definitions, interpretation, examples, properties.
Correction of exercises.
L10
27 abril 2022, 18:00 • Artur Silva Lopes
Unit root tests: ADF, PP and KPSS tests; further topics.
L9
20 abril 2022, 18:00 • Artur Silva Lopes
Wiener processes: brief introduction. Spurious regressions.
DF tests: deterministic regressors.