Sumários
Regression analysis (part 1)
17 Outubro 2023, 14:00 • Jorge Caiado
Correlation Analysis: correlation coefficient and its test
statistic. Simple Linear Regression: the problem of estimation, OLS,
Gauss-Markov assumptions, statistical properties of the OLS estimator, standard
errors of the estimates. Exercises.
TP03 - Basic Statistics (part 2)
12 Outubro 2023, 15:00 • Luís Silveira Santos
Statistical distributions: Normal, Student's t, Log-Normal. Interval Estimation for the mean of normally distributed populations: definition, pivotal quantities and confidence intervals. Hypothesis testing for the mean of normally distributed populations: definition, test statistic and critical value. Exercises.
TP03 - Basic Statistics (part 3)
3 Outubro 2023, 14:00 • Jorge Caiado
TP03 - Basic Statistics (part 3)
TP02 - Basic Statistics (part 1)
28 Setembro 2023, 15:00 • Luís Silveira Santos
Prices and returns (simple and continuously compounded return, annualized returns). Definition of population, parameter, sample and statistic. Measurement scales. Frequency tables and distributions. Measures of central tendency. Other concepts of the mean. Measures of location: quantiles. Measures of dispersion. Measures of skewness. Measures of kurtosis. Exercises.