Sumários
Lecture 19
10 Novembro 2025, 18:00 • Paulo Parente
Exercise sheet 5: Exercises 3b,c and d.
Multivariate Time Series Models
- Stationary multivariate time series
- Vector autoregressive models
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