Sumários
L12
5 maio 2021, 18:00 • Artur Silva Lopes
Estimating and testing for cointegration.
Cointegration and the ECM.
L11
28 abril 2021, 18:00 • Artur Silva Lopes
Cointegration: definition, examples, relation with economic theory.
Estimation methods: SOLS and DOLS.
L10
21 abril 2021, 18:00 • Artur Silva Lopes
The KPSS test. Final topics on unit root testing.
Correction of solved exercises.
Note: almost nobody had made the exercises.
L9
14 abril 2021, 18:00 • Artur Silva Lopes
DF and ADF tests: deterministic regressors; the choice of k; PP tests; empirical examples.