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).

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Assignment Presentations

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

Student presentations of their assignemnts.

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Revision class

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

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

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Forecast Evaluation Methods

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

Forecast Properties and Forecast Evaluation Methods

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The Dynamic Linear Regression Model

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

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

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