Sumários

TP12 - Censored dependent variable models

14 Maio 2024, 09:00 Luís Silveira Santos

Censored dependent variable models: specifications, estimation and partial effects.
Illustration in STATA using the "Tobacco" dataset from Verbeek (Illustration 7).
Resolution of the Regular Assessment Period Exam from the academic year 2023.


TP11 - Binary dependent variable models

7 Maio 2024, 09:00 Luís Silveira Santos

Binary dependent variable models: specifications, estimation and partial effects.
Illustration in STATA using the "Brands" dataset from Franses & Paap (Illustration 6).


TP10 - Nonlinear models

30 Abril 2024, 09:00 Luís Silveira Santos

Empirical Project #2.
Nonlinear models: introduction, specification, estimation and partial effects.


TP09 - Panel Data (cont.)

23 Abril 2024, 09:00 Luís Silveira Santos

Illustration in STATA using the "Wages" dataset from Verbeek (Illustration 4).
Panel data: policy analysis, dynamic panels (Anderson-Hsiao, Arellano-Bond and Blundell-Bond estimators) and tests (Hansen-Sargan test and Arellano-Bond autocorrelation test).
Illustration in STATA using the "Capital Structure" dataset from Verbeek (Illustration 5).


TP08 - Regression Analysis (cont.) & Panel Data

16 Abril 2024, 09:00 Luís Silveira Santos

Illustration in STATA using the "Central de Balanços" dataset (Illustration 3).
Panel data: introduction, advantages and disadvantages, types of panels, variance decomposition, estimators (Pooled OLS, Random Effects, Fixed Effects, First Differences), modelling time effects, Hausman test.
Illustration in STATA using the "Wages" dataset from Verbeek (Illustration 4).