TC9

15 Março 2021, 13:30 • Artur Silva Lopes

Functional form issues: the meaning of "linear"; quadratic regressions and regressions with interactions: the RESET test.

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P04 - Multiple Linear Regression Model; Inference

12 Março 2021, 12:30 • Luís Silveira Santos

Exercise 2, 4, 5 and 8 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 4).

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T8

9 Março 2021, 13:30 • Artur Silva Lopes

Consistency and asymptotic normality of the OLS estimator.

Lagrange multiplier statistics.

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T7

8 Março 2021, 13:30 • Artur Silva Lopes

Prediction: in mean and point.

Introduction to asymptotic theory.

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P03 - Multiple Linear Regression Model (cont.)

5 Março 2021, 12:30 • Luís Silveira Santos

Exercise 5, 8, C2 and 7 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 3).

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