UNIT ROOTS AND COINTEGRATION

13 Maio 2025, 19:30 • Luís Filipe Martins

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Vector Coint Models:

- The Johansen Method.

Applications with STATA.

Exercises.

UNIT ROOTS AND COINTEGRATION

13 Maio 2025, 18:00 • Luís Filipe Martins

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Vector Coint Models:

- The Johansen Method.

Applications with STATA.

UNIT ROOTS AND COINTEGRATION

6 Maio 2025, 19:30 • Luís Filipe Martins

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Single-Eq Cointegration:

- Definition of Cointegration.

- Error Correction Model (ECM).

- Testing for Cointegration.

Applications with STATA.

UNIT ROOTS AND COINTEGRATION

6 Maio 2025, 18:00 • Luís Filipe Martins

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Stationarity tests:

- Tests for (Non) Stationarity.

Applications with STATA.

UNIT ROOTS AND COINTEGRATION

29 Abril 2025, 19:30 • Luís Filipe Martins

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Stationarity tests:

- Unit Root.

- DSP.

- Linear Regression with Nonstationary Data.

- Tests for (Non) Stationarity.

Applications with STATA.