Sumários

ENDOGENEITY

14 abril 2026, 18:00 • Luís Filipe Martins

Endogeneity: 

- General setup and the examples of the New Keynesian Phillips Curve and Monetary Reaction.
- Linear GMM estimation.
- Applications with STATA.

TAR models and ENDOGENEITY

23 março 2026, 19:30 • Luís Filipe Martins

TAR models: Generalizations to the SETAR model. Applications with STATA.

Endogeneity: Motivation and the New Keynesian Phillips Curve.

VOLATILITY and TAR models

23 março 2026, 18:00 • Luís Filipe Martins

VOLATILITY models: TARCH. Applications with STATA.

TAR models: SETAR. Applications with STATA.

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