Sumários
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18 Novembro 2021, 16:00 • Rita Sousa
SUMMARY
Time Series models are generally used to forecasting purpose. Students must be able to understand and estimate simple time series models, namely trend models, simple smoothing and decomposition methods.
STUDENTS AUTONOMOUS WORK
Students must read CLASS MATERIALS and the following information:
|
SUBJECT |
BOOK/CHAPTER |
|
Time series models |
Wooldridge, J. (2008), chapter 11 and 18 |
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18 Novembro 2021, 14:30 • Rita Sousa
SUMMARY
Time Series models are generally used to forecasting purpose. Students must be able to understand and estimate simple time series models, namely trend models, simple smoothing and decomposition methods.
STUDENTS AUTONOMOUS WORK
Students must read CLASS MATERIALS and the following information:
|
SUBJECT |
BOOK/CHAPTER |
|
Time series models |
Wooldridge, J. (2008), chapter 11 and 18 |
.
11 Novembro 2021, 16:00 • Rita Sousa
SUMMARY
The students must be able to deal with models for binary dependent variables.
STUDENTS AUTONOMOUS WORK
Students must read CLASS MATERIALS and the following information:
|
SUBJECT |
BOOK/CHAPTER |
|
Logit and Probit Models |
Wooldridge, J. (2008), chapter 17 |
.
11 Novembro 2021, 14:30 • Rita Sousa
SUMMARY
The students must be able to deal with models for binary dependent variables.
STUDENTS AUTONOMOUS WORK
Students must read CLASS MATERIALS and the following information:
|
SUBJECT |
BOOK/CHAPTER |
|
Logit and Probit Models |
Wooldridge, J. (2008), chapter 17 |
.
4 Novembro 2021, 16:00 • Rita Sousa
SUMMARY
The Ordinary Least Squares Method (OLS) is the most popular method to estimate the parameters of linear models. When the models are non-linear in parameters, alternative estimation methods are needed. The most commonly used are: Non-Linear Least Squares (NLLS), Generalized Method of Moments (GMM) and Maximum Likelihood Estimation (MLE) method. On this class we focus on alternative estimation techniques for estimating equations that are nonlinear in the parameters.
STUDENTS AUTONOMOUS WORK
Students must read CLASS MATERIALS.