lecture/tutorial

22 Setembro 2025, 09:30 • Adriana Cornea-madeira

We worked in R the homework on the hseinv.RData. We then discussed the trending and the seasonality, and ways to deal with them. We also introduced the PCA.

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lecture

15 Setembro 2025, 09:30 • Adriana Cornea-madeira

This lecture took place on Wednesday September 17 from 9h30 until 12h30. We discussed the ideal assumptions for BEST OLS estimator in time series models, with a particular focus on the strict exogeneity and looked at several cases when these assumptions are violated. We discussed about the assumption of contemporaneous exogeneity. We also considered an exercise in R on how to do inference on the long-run propensity (either by using the variance-covariance matrix) or by re-estimating an appropriate model that delivers automatically the standard error of the long-runpropensity estimator.

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lecture

8 Setembro 2025, 09:30 • Adriana Cornea-madeira

We looked at many real life examples where econometrics is used (from central bankers, IMF, to labor economics, health and education). After introducing the main data structures encountered in practice, we focused on basic models used in time series (static models, finite distributed lag models) and looked at the effect of a temporary or permanent change in the explanatory variable. We started to discuss the assumptions underlying these models.

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