Lecture 16

24 Março 2025, 08:00 • Nuno Sobreira

For family reasons of the lecturer, there was no class in this day.

---

Lecture 15

19 Março 2025, 08:00 • Nuno Sobreira

End of chapter 4. Chapter 5 - Introduction to forecasting with ARIMA models.

---

Lecture 14

17 Março 2025, 08:00 • Nuno Sobreira

Chapter 5 - Unit Root Tests. Recap and empirical applications

---

Lecture 13

12 Março 2025, 08:00 • Nuno Sobreira

Chapter 4 - Explaining how to test for a unit root based on ADF and PP tests

---

Lecture 12

10 Março 2025, 08:00 • Nuno Sobreira

Chapter 4 - Difference-stationary processes and trend-stationary processes. Empirical examples with simulated and economic/finance data.

---