Sumários

EXERCISES

7 Maio 2024, 19:30 • Luís Filipe Martins

Exercises.

UNIT ROOTS AND COINTEGRATION

7 Maio 2024, 18:00 • Luís Filipe Martins

Vector Coint Models:

- The Johansen Method.

- Exercises.

Applications with STATA.

UNIT ROOTS AND COINTEGRATION

30 Abril 2024, 19:30 • Luís Filipe Martins

Vector Coint Models:

- The Johansen Method.

Applications with STATA.

UNIT ROOTS AND COINTEGRATION

30 Abril 2024, 18:00 • Luís Filipe Martins

Single-Eq Cointegration:

- Definition of Cointegration.

- Error Correction Model (ECM).

- Testing for Cointegration.

Applications with STATA.

UNIT ROOTS AND COINTEGRATION

23 Abril 2024, 19:30 • Luís Filipe Martins

Stationarity tests:

- Tests for (Non) Stationarity.

Applications with STATA.