Sumários

VOLATILITY

10 Março 2026, 19:30 Luís Filipe Martins


VOLATILITY models: Motivation, ARCH and GARCH. Applications with STATA.

Exercises

10 Março 2026, 18:00 Luís Filipe Martins


Exercises from previous years exams about linear regression with time series data

LINEAR REGRESSION WITH TIME SERIES

3 Março 2026, 19:30 Luís Filipe Martins


LINEAR REGRESSION WITH TIME SERIES: 
- Seasonality, Trend and Cycle. Applications with STATA.

LINEAR REGRESSION WITH TIME SERIES

3 Março 2026, 18:00 Luís Filipe Martins


LINEAR REGRESSION WITH TIME SERIES: 
- ADL models (conclusion). Applications with STATA.

LINEAR REGRESSION WITH TIME SERIES

24 Fevereiro 2026, 19:30 Luís Filipe Martins


LINEAR REGRESSION WITH TIME SERIES: 
- The DL, AR and ADL models. Applications with STATA.