T6

2 Março 2021, 13:30 • Artur Silva Lopes

Inference in the multiple regression model: confidence intervals; testing linear restrictions; testing with F-statistics.

 

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T5

1 Março 2021, 13:30 • Artur Silva Lopes

Inference in the classical regression model: tests on individual coefficientes (t-statistics and p-values).

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P02 - Simple and Multiple Linear Regression Model

26 Fevereiro 2021, 12:30 • Luís Silveira Santos

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

Exercise 1, 4 and C1 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 3).

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T4

23 Fevereiro 2021, 13:30 • Artur Silva Lopes

Multiple regression model: variance of OLS estimator; Gauss-Markov theorem; non-linearities.

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T3

22 Fevereiro 2021, 13:30 • Artur Silva Lopes

Estimation of the multiple regression model: goodness of fit; unbiasedness of OLS; Gauss-Markov assumptions.

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