HO236 - Econometria de Séries Temporais - 1S/2024 Imprimir

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Fundamentos estatísticos: processos estocásticos, autocovariância e autocorrelação, estacionariedade e ruído brando. Processos estocásticos estacionários: processos autoregressivos e processos média móvel. Processos estocásticos não-estacionários. Testes de raízes unitárias. 

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Ano de Catálogo: 2024

Créditos: 4