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.