T05

4 Outubro 2016, 11:30 • Isabel Proença

Introduction to inference in the MLRM. Sampling distributions of the OLS estimators. The t statistic. Confidence interval for a coefficient. Tests of hypotheses for one coefficient ; p-values. Examples.

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[P02] Multiple Regression Analysis - Estimation

29 Setembro 2016, 09:30 • Luís Silveira Santos

Exercise 3.5, 3.7, 3.C1 and 3.C2 [Wooldridge, 5th ed.]

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T04

28 Setembro 2016, 11:00 • Isabel Proença

Efficiency of OLS estimators. Estimator of the error variance; standard errors of the OLS estimators; Additional topics: omitting relevant variables; including irrelevant variables. Goodness of fit revisited.

A aula foi lecionada pelo docente Luis Santos.

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T03

27 Setembro 2016, 11:30 • Isabel Proença

The properties of OLS residuals . Goodness of fit: . Expected value of OLS estimator: Assumptions MLR.1 a MLR.4. The variance of OLS estimators: Assumption MLR.5; components of the variance.

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[P01] Multiple Regression Analysis - Interpretation

22 Setembro 2016, 09:30 • Luís Silveira Santos

Exercise 3.1, 3.2 and 3.4 [Wooldridge, 5th ed.]

Introduction to EViews (version 9): import workfile and foreign data as workfile, variable management and generation, sample manipulation ("if" condition), descriptive statistics, covariance analysis, basic graphic manipulation, regression estimation and comand line

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