Sumários
VECM. Exercises.
12 Maio 2026, 19:30 • Luís Filipe Martins
Vector Coint Models: - The Johansen Method. Applications with STATA.
Exercises.
UNIT ROOTS AND COINTEGRATION
5 Maio 2026, 19:30 • Luís Filipe Martins
UNIT ROOTS AND COINTEGRATION:
- Introduction. Linear Regression with Nonstationary Data.
- Unit Root and Random Walk
- DF Tests for (Non) Stationarity.
- Applications with STATA.