Sumários

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).


TP07 - Regression Analysis

9 Abril 2024, 09:00 Luís Silveira Santos

Regression Analysis: qualitative regressors (interaction effects and Chow test), functional form misspecification (RESET test), heteroskedasticity (definition and testing).
Illustration in STATA using the "Central de Balanços" dataset (Illustration 3).


TP06 - Regression Analysis

2 Abril 2024, 09:00 Luís Silveira Santos

Regression Analysis: inference, Gauss-Markov assumptions, multicollinearity, inclusion of irrelevant regressors, omission of regressors, qualitative regressors (nominal, ordinal and multinomial regressors).


TP05 - Factor Analysis (cont.) & Regression Analysis

19 Março 2024, 09:00 Luís Silveira Santos

Factor Analysis. Illustration in STATA using the "m255" dataset (Illustration 2).
Regression Analysis: specification, estimation, partial effects, interpretation and r-squared.


TP04 - Data Analysis (cont.) and Factor Analysis

12 Março 2024, 09:00 Luís Silveira Santos

Empirical Project #1.

Factor Analysis.