Sumários

Revision Exercises

16 maio 2023, 18:00 • Paulo Manuel Marques Rodrigues

Revision Exercises (this class was taught in April as the result of a switch with a class from Prof. Nuno Sobreira).


Assignment Presentations

9 maio 2023, 18:00 • Paulo Manuel Marques Rodrigues

Student presentations of their assignemnts.


Revision class

2 maio 2023, 18:00 • Paulo Manuel Marques Rodrigues

Consolidation of dynamic models theory and methods presented in previous class. 


Forecast Evaluation Methods

18 abril 2023, 18:00 • Paulo Manuel Marques Rodrigues

Forecast Properties and Forecast Evaluation Methods


The Dynamic Linear Regression Model

11 abril 2023, 18:00 • Paulo Manuel Marques Rodrigues

The Dynamic Linear Regression Model 

Types of dynamic linear regression models Estimation and testing Model Specification Forecasting with Dynamic Models Examples with simulated data Empirical examples