Sumários

Lecture 17

24 Março 2021, 09:30 Nuno Sobreira

Chapter 5 -  Forecasting with ARIMA models


Lecture 16

22 Março 2021, 08:00 Nuno Sobreira

Chapter 4 - Unit Root tests


Lecture 15

19 Março 2021, 11:30 Nuno Sobreira

Chapter 4 - difference-stationary and trend-stationary processes. Introduction to unit root tests.


Lecture 14

17 Março 2021, 09:30 Nuno Sobreira

Chapter 4 - difference-stationary processes and trend-stationary processes


Lecture 13

15 Março 2021, 08:00 Nuno Sobreira

Chapter 4 - the spurious regression problem. Consequences of ignoring non-stationarity features