Econometrics (1 º Sem 2020/2021)

The vídeo files of lecture 9 were posted in the website of the module. These correspond to the files Basic_Time_Series_part2.zip (Basic_Time_Series_part2.mp4) and Further_Issues_TS_part1.zip (Further_Issues_TS_part1.mp4)

The video files are in mp4 format and are zipped and therefore students will need to unzip them to a suitable folder.  If you do not have the software Winzip to unzip the file, I suggest that you use the software 7-zip which is freeware.

Notice that the unzipped files of the vídeos are also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the files Basic_Time_Series_part2.pdf and Further_Issues_TS_part1.pdf.

The students should read the following pages of Wooldridge (2013)’s book: 363 to 373 and 380 to 384.

The homework of this week corresponds to the following exercises of Wooldridge (2013)’s book: 1, 2, 3,5, C4, C11 of Chapter 10.