Sumários

Lecture 16

30 Outubro 2023, 20:00 • Paulo Parente

Exercise Sheet 10: Exercise 1, 2(b),(c)

Lecture 15

30 Outubro 2023, 18:00 • Paulo Parente

Univariate time series modelling

  • Stochastic Process
  • Stationary Processes
  • Wold’s Decomposition Theorem
  • ARMA processes

Lecture 14

23 Outubro 2023, 20:00 • Paulo Parente

Topic 10 - Quantile Regression and other types of regression
10.4 Quantile Regression
10.5 Expectile Regression
10.6 Mode Regression

Exercise Sheet 10: Exercise 2(a)

Lecture 13

23 Outubro 2023, 18:00 • Paulo Parente

Topic 4 - Limited Dependent Variable Models
4.3. Censored data;
4.4.  Sample selection;

Exercise Sheet 4: Exercise 1 and 3

Lecture 12

16 Outubro 2023, 20:00 • Paulo Parente

Exercise Sheet 9: Exercise 2(b),(iii)
Topic 10 - Quantile Regression and other types of regression
10.1 Introduction
10.2 The Conditional Prediction Problem
10.3 Mean regression/Ordinary Least Squares
10.4 Quantile Regression