Sumários

P07 - Multiple Linear Regression Model; Functional Form (cont.), Prediction and Dummy Variables (explanatory variables)

9 Abril 2021, 12:30 • Luís Silveira Santos

Exercise C8 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 6) -- conclusion; 


Exercise 1, 2, 4 and 5 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7). 

TC16

6 Abril 2021, 13:30 • Artur Silva Lopes

Classical models for time series.
Critical analysis for some examples.
Inference about the long-run multiplier.

TC15

5 Abril 2021, 13:30 • Artur Silva Lopes

Introduction to time series modelling. Static and dynamic models. FDL models. Dynamic effects.

TC14

30 Março 2021, 13:30 • Artur Silva Lopes

Tests for heteroskedasticity: conclusion.
WLS and FLS estimation in the case of heteroskedasticity.

TC13

29 Março 2021, 13:30 • Artur Silva Lopes

Heteroskedasticity: incorrect standard errors; robust estimation; robust inference.
Tests for heteroskedasticity: Breusch-Pagan and White.

Note: as in the previous class, only 4 students attended the class.