Sumários
Lecture 6
26 Outubro 2020, 10:30 • Paulo Parente
Multiple Regression Analysis with Qualitative Information: Dummy variables. Wooldridge (2013), Chapter 7.
∙ Other Interactions with Dummies
∙ Testing for Differences Across Groups
∙ Linear Probability Model
Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8.
Part 1
∙ What is Heteroskedasticity? Why Worry About Heteroskedasticity?
∙ Variance of the OLS estimator with Heteroskedasticity
∙ Robust Standard Errors
∙ Heteroskedastic-robust Wald statistic and A Robust Lagrange Multiplier Statistic
Doubts clearing session.
Lecture 5
19 Outubro 2020, 10:30 • Paulo Parente
Topics on Functional Form, Wooldridge (2013), Chapter 6 (section 6.2) and Chapter 9 (section 9.1)
∙ Functional Form - The meaning of the term linear
∙ Quadratic Models
∙ Interaction Terms
∙ Tests of functional form
- Ramsey's RESET Test
- Nonnested Tests
Multiple Regression Analysis with Qualitative Information: Dummy variables. Wooldridge (2013), Chapter 7
(Part 1).
∙ Introduction
∙ Program Evaluation
∙ Perfect Multicollinearity and the Dummy variable trap
∙ Dummies for Multiple Categories
∙ Interactions between dummy variables
Doubts clearing session.