Open eClass του Οικονομικού Πανεπιστημίου Αθηνών | Econometrics II | Έγγραφα

Econometrics II

OIK230 - STYLIANOS ARVANITIS

Έγγραφα

Αρχικός κατάλογος Academic Year 2017-18 Tutorials

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Μαζική Επεξεργασία

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	Όνομα	Μέγεθος	Ημερομηνία
	Tutorial 6: Simulating a GARCH(1,1) model and estimating it by QMLE using Gretl	99.91 KB	25/5/18, 3:27 π.μ.
	Tutorial 5: A Linear Model with Instrumental Variables in a Time Series Framework.	1.24 MB	11/2/18, 10:13 μ.μ.
	Tutorial 4: Numerical Implementation of the Gaussian QMLE for the ARMA(1,1) process using Gretl	100.77 KB	10/5/18, 8:40 μ.μ.
	Tutorial 3: a GMM estimator in an MA(1) model.	500.57 KB	29/3/18, 8:11 μ.μ.
	QMLE for ARMA models and the Newton-Raphson algorithm	486.69 KB	25/5/18, 3:26 π.μ.
	Gordin's Central Limit Theorem	421.29 KB	22/3/18, 10:44 μ.μ.
	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, 11:49 μ.μ.
	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, 8:27 μ.μ.
	A Long Memory process	384.42 KB	22/3/18, 10:44 μ.μ.