Sumários
[T15] Basic regression analysis with Time Series - Finite sample properties of the OLS estimator
16 Novembro 2016, 11:00 • Luís Silveira Santos
Basic Regression analysis with Time Series Data: Finite sample properties of OLS under classical assumptions. Examples.
[T14] Basic regression analysis with Time Series - Concepts and temporal effects
15 Novembro 2016, 11:30 • Luís Silveira Santos
Basic Regression analysis with Time Series Data: The nature of Time Series Data. Examples of Times series regression models: Finite Distributed Lag (FDL) Models - the impact multiplier and the long-run multiplier.
[P07] Multiple Regression Analysis - Dummy variables (II) and Chow test
10 Novembro 2016, 09:30 • Luís Silveira Santos
Exercise 7.4, 7.C1 (topics), 7.C4, 7.5, 7.8 and 7.C6 [Wooldridge, 5th ed.]
T10
8 Novembro 2016, 11:30 • Isabel Proença
Heteroscedasticity: motivation; definition and consequences for OLS. Heteroscedasticity-robust inference after OLS estimation of the coefficients. Estimation when the heteroscedasticity is known up to a multiplicative constant.