Econometrics (1 º Sem 2020/2021)

The vídeo file of lecture 11 was posted in the website of the module. This corresponds to the file SCorr&Het_part1.zip (SCorr&Het_part1.mp4)

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 file of the vídeo is also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the file SCorr&Het_part1.pdf.

The students should read the  pages  412 to 426 of Wooldridge (2013)’s book.

The vídeo file of lecture 10 was posted in the website of the module. This corresponds to the file Further_Issues_TS_part2.zip (Further_Issues_TS_part2.mp4)

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 file of the vídeo is also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the file Further_Issues_TS_part2.pdf.

The students should read the  pages 384 to 401 of Wooldridge (2013)’s book, pages 541 to 546 of Stock and Watson (2011) and pages 349 to 350 of Verbeek (2017)

The homework of this week corresponds to the exercises of Exercise Sheet Ch9 which is available here.

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.

The vídeo file of lecture 8 was posted in the website of the module. This corresponds to the file Basic_Time_Series_part1.zip (Basic_Time_Series_part1.mp4)

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 file of the vídeo is also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the file Basic_Time_Series_part1.pdf.

The students should read the following pages of Wooldridge (2013)’s book: 344 to 363.

The homework of this week corresponds to the following exercises of Wooldridge (2013)’s book: 1, 2, 3, C3, C4  of Chapter 8

The vídeo file of lecture 7 was posted in the website of the module. This corresponds to the file Heteroskedasticity_part2.zip (Heteroskedasticity_part2.mp4)

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 file of the vídeo is also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the file Heteroskedasticity_part2.pdf.

The students should read the following pages of Wooldridge (2013)’s book: 275 to 294.

The homework of this week correspond to the following exercises of Wooldridge (2013)’s book: 1, 2, 4, 8, C6 of Chapter 7