Sumários

VAR MODELS

11 Março 2025, 19:30 • Luís Filipe Martins

VAR MODELS:

- Bivariate Unrestricted VAR and General Specification. Some Assumptions.

Applications with STATA.

NON-LINEAR MODELS

11 Março 2025, 18:00 • Luís Filipe Martins

NON-LINEAR MODELS:

- Introduction
- SETAR(1) model; estimation and inference
- Model Generalizations

Applications with STATA.

VOLATILITY MODELS

25 Fevereiro 2025, 19:30 • Luís Filipe Martins

Motivation.

Symmetric Volatility.

Asymmetric Volatility.

Applications with STATA.

INTRODUCTION

25 Fevereiro 2025, 18:00 • Luís Filipe Martins

INTRODUCTION:

- Seasonality, Trend and Cycle. 

Applications with STATA.

INTRODUCTION

18 Fevereiro 2025, 19:30 • Luís Filipe Martins

INTRODUCTION:

- The ADL model. Applications with STATA.

- Exercises