Sumários
T08
13 Outubro 2015, 11:30 • Isabel Proença
Prediction Evaluation table - percentage of corrected predicted observations. Estimation of partial effects of continuous and discrete explanatory variables. The average partial effect. Example using Eviews.
T07
12 Outubro 2015, 10:00 • Isabel Proença
Inference in Probit and Logit models: test of individual significance - the z-statistic; test of multiple hypothesis - te likelihood ratio test. Examples. Estimation of a Probit model with EVIEWS.
P03
7 Outubro 2015, 10:00 • DAVID LEITE DAS NEVES
A. Introduction to Eviews.
B. Exercises C7.8 and C7.13 of chapter 7 (Wooldridge 4ed).
T06
6 Outubro 2015, 11:30 • Isabel Proença
Logit and Probit models: model specification; partial effect of continuous explanatory variables; partial effect of discrete explanatory variables; interpretation of coefficients. Examples. Maximum Likelihood estimation.
T05
5 Outubro 2015, 10:00 • Isabel Proença
A binary dependent variable: the linear probability model. Empirical example.