Sumários

Lecture 14

20 Outubro 2025, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 9: Exercise 2

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

Lecture 13

20 Outubro 2025, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Univariate time series modelling
  • Wold’s Decomposition Theorem
  • ARMA processes

Lecture 12

13 Outubro 2025, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 9: Exercises 1.(a)(iv), (b)  

Lecture 11

13 Outubro 2025, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Limited Dependent Variable Models

3 Censored data;
4 Sample selection;
Exercise Sheet 4: Exercise 1
Univariate time series modelling
  • Stochastic Process
  • Stationary Processes

Lecture 10

6 Outubro 2025, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE

The bootstrap
2 Bootstrap with asymptotic refinements
3 Bootstrap in the linear regression model
4 The number of Bootstraps
5 Final remarks

Exercise Sheet 9: 1(a) (i),(ii),(iii)