Econometrics (2 º Sem 2019/2020)

The file with solutions to exercises 2, C4 and C11 of chapter 10 of Wooldridge (2013)’s book was posted here. Please disregard the file with the solutions of these exercises that was posted before.

The file with the correct solutions to exercises 2, 4 and C6 of chapter 7 of Wooldridge (2013)’s book was posted here. Please disregard the file with the solutions of these exercises that was posted before.

The module coordinator is available to clear up the doubts of the students via email (pparente@iseg.ulisboa.pt). Additionally, students who wish to schedule sessions through the Microsoft TEAMS software should contact the module coordinator.

Students who wish to receive feedback on their answers to  the exercises in the book and the exercise sheets, should contact Luís Santos (lsantos@iseg.ulisboa.pt).

The solutions to exercises 3, 5 and 6 of chapter 12 of Wooldridge (2013)’s book were posted here.
I remind you that the homework for this week was the following:  exercises  2, 3, 4, 5 and 6   of Chapter 12 of Wooldridge (2013)'s book.
 If you would like to receive feedback on your answer to  any other exercise, please scan it (or take a photo of it) and send the file to Luís Santos (lsantos@iseg.ulisboa.pt).

There is going to be a Mock online exam on today at 15h00 to be solved in the platform Aquila

The objective of this Mock exam is to show to the students how is going to be the exam online.

The Mock online Exam is divided into 3 parts, each with the length of 30 minutes, with a 15-minute break between each part:

 - Part A – Start time: 15h00, End time: 15h30.

- Part B - Start time: 15:45, End time: 16:15.

- Part C –Start time: 16h30, End time: 17h00.

Each part corresponds to an Aquila Worksheet (Ficha de trabalho)

To access the worksheets you must follow the following steps: 1- After logging in, you must access the "Student Portal" tab and in the side menu the option "Submit" > "Worksheets"; 2-  choose the option "Econometrics" in the "Course Unit" column;  3- Choose the worksheet that you want to solve.

In Portuguese: Para aceder às fichas de trabalho deve seguir os seguintes passos:  1- Após fazer login, deve aceder ao separador “Estudante” e à opção de menu lateral “Submeter” > “Fichas de Trabalho”; 2- Escolha  “Econometrics”  na coluna “Unidade Curricular”; 3-  Escolha a ficha de trabalho que pretende resolver

If you cannot see a Worksheet at the start time, please refresh your webpage (press F5).

Important Notice:  It is recommended that each student, during the examination, frequently submit his/her answers by choosing the option "Submit" at the end of the page so that they are recorded in the system.  Note that, by doing this, the student is going to see the submitted Worksheet form but is not going to be able to change the answers in that form. In order to change the answers and complete the Worksheet, the student should choose the option “Return” at the end of the page and choose the name of the Worksheet that he/she intends to continue solving. Notice that the student continues to have access the Worksheet of each part of the exam during the interval of time allowed to solve that part. If during the period allowed to solve each part of the exam the student does not choose the option "Submit" at least once, the answers given are not going be recorded in the system.

Notice that there is a single version of the Mock exam, but there are going to be different versions of the actual exam, all of them with the same level of difficulty.

At the scheduled time of the lecture (15h00) the module coordinator (Paulo Parente) is going to be available to answer any questions in the chat room of the MS TEAMS software

The rules of the online Assessment of Econometrics are available here.

At the scheduled time of the lecture (15h00) the module coordinator (Paulo Parente) is going to be available in the chat room of the MS TEAMS software to clear up doubts and answer any questions regarding the lectures. These sessions assume that the students have previously watched the videos of the lectures and that they read the relevant pages of the book.  After answering all the questions of the students, the module coordinator will end the online session.  The module coordinator is also going to be available to clear up the doubts of the students in relation to the theoretical concepts via email (pparente@iseg.ulisboa.pt). Students who wish to schedule additional sessions through the Microsoft TEAMS software should contact the module coordinator.

I remind you that there is going to be a Mock online exam on 20/05/2020 at 15h00 to be solved in the platform Aquila

The homework for this week is the following: 2, 3, 4, 5 and 6 of Wooldridge (2013), Chapter 12.

The file with the solutions to some exercises of exercise sheet for chapter 10 was posted here.
I remind you that the homework for this week was the following: Exercises from the Exercise Worksheet of chapter 10.

If you would like to receive feedback on your answer to  any other exercise, please scan it (or take a photo of it) and send the file to Luís Santos (lsantos@iseg.ulisboa.pt).

There is going to be a Mock online exam on 20/05/2020 at 15h00 to be solved in the platform Aquila

The Mock online Exam is divided into 3 parts, each with the length of 30 minutes, with a 15-minute break between each part:

 - Part A – Start time: 15h00, End time: 15h30.

- Part B -Start time: 15:45, End time: 16:15.

- Part C – Start time: 16h30, End time: 17h00.

Each part corresponds to an Aquila Worksheet (Ficha de trabalho)

To access the worksheets you must follow the following steps: 1- After logging in, you must access the "Student Portal" tab and in the side menu the option "Submit" > "Worksheets"; 2-  choose the option "Econometrics" in the "Course Unit" column;  3- Choose the worksheet that you want to solve.

In Portuguese: Para aceder às fichas de trabalho deve seguir os seguintes passos:  1- Após fazer login, deve aceder ao separador “Estudante” e à opção de menu lateral “Submeter” > “Fichas de Trabalho”; 2- Escolha  “Econometrics”  na coluna “Unidade Curricular”; 3-  Escolha a ficha de trabalho que pretende resolver

The rules of the online Assessment of Econometrics are available here.

The video of today's lecture correspond to the video SCorr&Het_part3.zip (SCorr&Het_part3.mp4) which is available here.

The video file is in mp4 format and is zipped and therefore students will need to unzip it 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 videos are also available in the software Microsoft TEAMS.

The slides of the lecture correspond to the file SCorr&Het_part3.pdf which is available here.

Notice: At the scheduled time of the lecture (15h00) the module coordinator (Paulo Parente) is going to be available in the chat room of the MS TEAMS software to clear up doubts and answer any questions regarding the lectures. These sessions assume that the students have previously watched the videos of the lectures and that they read the relevant pages of the book.  After answering all the questions of the students, the module coordinator will end the online session.  The module coordinator is also going to be available to clear up the doubts of the students in relation to the theoretical concepts via email (pparente@iseg.ulisboa.pt). Students who wish to schedule additional sessions through the Microsoft TEAMS software should contact the module coordinator.

The topics in today's lecture are the following:

Serial Correlation and Heteroskedasticity in Time Series Regressions,
Wooldridge (2013), Chapter 12
Part 3
- Heteroskedasticity in Time Series Regressions
      -  Autoregressive Conditional Heteroskedasticity
-  GLS with heteroskedasticity and serial correlation.
END OF PROGRAMME

The students should read the following pages of Wooldridge (2013)' book: 434 to 439.

Notice: The assessment of the students in this module is going to be done via an online exam on 08/06/2020 at 15h00 (to be solved in the platform Aquila). There is going to be a Mock online exam on 20/05/2020 at 15h00 to be solved in the platform Aquila under the same conditions of the actual exam. Further information about the online exam is going to be posted soon.

The file with the solutions to some exercises of exercise sheet for chapter 9 was posted here.
I remind you that the homework for this week was the following: Exercises from the Exercise Worksheet of chapter 9.

If you would like to receive feedback on your answer to  any other exercise, please scan it (or take a photo of it) and send the file to Luís Santos (lsantos@iseg.ulisboa.pt).

The video of today's lecture correspond to the video SCorr&Het_part2.zip (SCorr&Het_part2.mp4) which is available here.

The video file is in mp4 format and is zipped and therefore students will need to unzip it 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 videos are also available in the software Microsoft TEAMS.

The slides of the lecture correspond to the file SCorr&Het_part2.pdf which is available here.

Notice: At the scheduled time of the lecture (15h00) the module coordinator (Paulo Parente) is going to be available in the chat room of the MS TEAMS software to clear up doubts and answer any questions regarding the lectures. These sessions assume that the students have previously watched the videos of the lectures and that they read the relevant pages of the book.  After answering all the questions of the students, the module coordinator will end the online session.  The module coordinator is also going to be available to clear up the doubts of the students in relation to the theoretical concepts via email (pparente@iseg.ulisboa.pt). Students who wish to schedule additional sessions through the Microsoft TEAMS software should contact the module coordinator.

The topics in today's lecture are the following:

The homework for this week is the following: Exercises from the Exercise Worksheet of chapter 10 - this file is available here. 

The videos of today's lecture correspond to the videos Further_Issues_TS_part4p.zip (Further_Issues_TS_part3p.mp4) and SCorr&Het_part1.zip (SCorr&Het_part1.mp4) which are available here.

The video files are in mp4 format and are zipped and therefore students will need to unzip it 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 videos are also available in the software Microsoft TEAMS.

The slides of the lecture correspond to the file Further_Issues_TS_part4.pdf and SCorr&Het_part1.pdf which are available here.

Notice: At the scheduled time of the lecture (15h00) the module coordinator (Paulo Parente) is going to be available in the chat room of the MS TEAMS software to clear up doubts and answer any questions regarding the lectures. These sessions assume that the students have previously watched the videos of the lectures and that they read the relevant pages of the book.  After answering all the questions of the students, the module coordinator will end the online session.  The module coordinator is also going to be available to clear up the doubts of the students in relation to the theoretical concepts via email (pparente@iseg.ulisboa.pt). Students who wish to schedule additional sessions through the Microsoft TEAMS software should contact the module coordinator.

The topics in today's lecture are the following:

The students should read the following pages of Wooldridge (2013)' book: 395 to 401 and 412 to 423.

The homework for this week is the following: Exercises from the Exercise Worksheet of chapter 9 - this file is available here. 

The videos of today's lecture correspond to the video Further_Issues_TS_part3.zip (Further_Issues_TS_part3.mp4) which is available here.

The video files are in mp4 format and are zipped and therefore students will need to unzip it 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 videos are also available in the software Microsoft TEAMS.

The slides of the lecture correspond to the file Further_Issues_TS_part3.pdf which is available here.

Notice: At the scheduled time of the lecture (15h00) the module coordinator (Paulo Parente) is going to be available in the chat room of the MS TEAMS software to clear up doubts and answer any questions regarding the lectures. These sessions assume that the students have previously watched the videos of the lectures and that they read the relevant pages of the book.  After answering all the questions of the students, the module coordinator will end the online session.  The module coordinator is also going to be available to clear up the doubts of the students in relation to the theoretical concepts via email (pparente@iseg.ulisboa.pt). Students who wish to schedule additional sessions through the Microsoft TEAMS software should contact the module coordinator.

The topics in today's lecture are the following:

Further Issues in Using OLS with Time Series Data. Wooldridge (2013), Chapter 11

Part 3

- Autoregressive distributed Lag model (Stock and Watson, 2015, section 14.4)
 - Random Walks

 The students should read the following pages of Wooldridge (2013)’s book: 391 to 395.

The students should also read the following pages of Stock and Watson (2015)'s book (the second book mentioned in the references): 537 to 540.

The solutions to exercises 2, C4 and C11 of chapter 10 of Wooldridge (2013)’s book were posted here.
I remind you that the homework for this week was the following:  exercises  1, 2, 3,5, C4 and C11  of Chapter 10 of Wooldridge (2013)'s book.
 If you would like to receive feedback on your answer to  any other exercise, please scan it (or take a photo of it) and send the file to Luís Santos (lsantos@iseg.ulisboa.pt).