Econometrics II
Έγγραφα
| Τύπος | Aρχείο  | Μέγεθος | Ημερομηνία | |
|---|---|---|---|---|
| A Long Memory process | 384.42 KB | 22/3/18 | ||
| Estimating an MA(1) process by OLS and GMM To be studied together with "Tutorial 3: a GMM estimator in an MA(1) model" and "An Example of an Inconsistent OLSE in the ARMA Context" | 486.09 KB | 29/3/18 | ||
| Generalized Method of Moments - why use it ? This document is to be studied after, and as a complement to, "Tutorial 5: A Linear Model with Instrumental Variables in a Time Series Framework." | 538.75 KB | 23/5/18 | ||
| Gordin's Central Limit Theorem | 421.29 KB | 22/3/18 | ||
| QMLE for ARMA models and the Newton-Raphson algorithm | 486.69 KB | 25/5/18 | ||
| Tutorial 3: a GMM estimator in an MA(1) model. | 500.57 KB | 29/3/18 | ||
| Tutorial 4: Numerical Implementation of the Gaussian QMLE for the ARMA(1,1) process using Gretl | 100.77 KB | 10/5/18 | ||
| Tutorial 5: A Linear Model with Instrumental Variables in a Time Series Framework. | 1.24 MB | 11/2/18 | ||
| Tutorial 6: Simulating a GARCH(1,1) model and estimating it by QMLE using Gretl | 99.91 KB | 25/5/18 |
