Sumários

Lecture 18

3 Novembro 2025, 20:00 • Paulo Parente

Panel Data Models
  • Estimation of Random Effects Model
    • Generalized Least Squares and Feasible GLS.
    • Between" estimator.

Lecture 17

3 Novembro 2025, 18:00 • Paulo Parente

Univariate time series modelling

  • Box Jenkins Methodology
  • Forecasts
Exercise sheet 5: Exercises 1a, 2a, 3,a,b (incomplete)

Lecture 16

27 Outubro 2025, 20:00 • Paulo Parente

Panel Data Models

  • Fixed Effects vs. Random Effects
  • Estimation of the Fixed Effects Model
    • The "Within" estimator and the least squares dummy variable estimator
    • First Differences

Lecture 15

27 Outubro 2025, 18:00 • Paulo Parente

Univariate time series modelling
  • ARMA processes

Lecture 14

20 Outubro 2025, 20:00 • Paulo Parente

Exercise Sheet 9: Exercise 2

Panel Data Models
  • Advantages and Limitations of Panel Data
  • Pooled Regression