tutorial

10 Novembro 2022, 10:00 • Adriana Cornea-madeira

We solved exercises related to heteroskedasticity in regression models with cross-sectional data.

---

lecture

8 Novembro 2022, 10:00 • Adriana Cornea-madeira

We discussed tests for detecting heteroskedasticity and the GLS.

---

lecture

7 Novembro 2022, 10:30 • Adriana Cornea-madeira

We discussed about heteroskedasticity for cross sectional data. We showed how to compute robust standard errors and how to build test statistics for exclusion restrictions (Wald test, LM test). We discussed the impact of heteroskedasticity on t-test, F-test and LM-test when heteroskedasticity (if present) is not taken into account. 

---

tutorial

4 Novembro 2022, 10:00 • Adriana Cornea-madeira

We solved exercises related to dummy variables as regressors and their different interactions with other dummy variables and quantitative regressors.

---

tutorial

3 Novembro 2022, 10:00 • Adriana Cornea-madeira

We solved exercises related to dummy variables as regressors and their different interactions with other dummy variables and quantitative regressors.

---