Sumários
tutorial
18 Novembro 2022, 10:00 • Adriana Cornea-madeira
We solved an exercise in Stata about how to construct confidence intervals for predictions in a multivariate linear regression model in the presence of homoskedasticity and heteroskedasticity. We also discussed an exercise comparing time series to cross-sectional data approaches.
tutorial
17 Novembro 2022, 10:00 • Adriana Cornea-madeira
We solved an exercise in Stata about how to construct confidence intervals for predictions in a multivariate linear regression model in the presence of homoskedasticity and heteroskedasticity. We also discussed an exercise comparing time series to cross-sectional data approaches.
lecture
15 Novembro 2022, 10:00 • Adriana Cornea-madeira
We discussed about trends and seasonality in time series and how to remove them.
lecture
14 Novembro 2022, 10:30 • Adriana Cornea-madeira
We discussed time series models: static models, finite distributed lags models. We also discussed about the long-run propensity, assumptions for unbiasedness, consistency and asymptotic normality of the OLS estimators, serial correlation.
tutorial
11 Novembro 2022, 10:00 • Adriana Cornea-madeira
We solved exercises related to heteroskedasticity in regression models with cross-sectional data.