Lecture 1

15 Setembro 2020, 08:00 • Nuno Sobreira

Wooldridge (2013), Chapter 2: Exercises 1, 4, 12 and C1 + Introduction to Eviews

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Lecture 1

14 Setembro 2020, 10:30 • Paulo Parente

General Information on the Module

    The Nature of Econometrics and Economic Data [Wooldridge (2013) Chapter 1 and Chapter 2 (sections 2.1 and 2.2)]

  ∙  Major uses of Econometrics
  ∙  Basic Ingredients of an empirical project
  ∙  Formulate a model (example)
  ∙  The Question of Causality
  ∙  Misspecification Testing
  ∙  Types of Data
  ∙  The Simple Regression Model
      -  Introduction
      -  Ordinary Least Squares (OLS)
      -  Deriving OLS Estimates
      -  Alternative approach to derivation
      -  Some definitions

    Multiple Regression Analysis: Estimation. Wooldridge (2013), Chapter 3

  ∙  Ordinary Least Squares (OLS) Estimator
  ∙  Interpreting Multiple Regression
  ∙  A "Partialling Out" Interpretation of the OLS estimator - Frisch-Waugh (1933) Theorem
  ∙  Simple vs Multiple Regression Estimate

Doubts clearing session

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