Sumários

lecture

24 Abril 2023, 14:30 • Adriana Cornea-madeira

Having talked the entire semester about cross-sectional data, we started to talk about time series, assumptions that make sense for time series models (introducing the finite distributed lag model).

P09 - MRLM: Dummy variables

20 Abril 2023, 14:30 • Luís Silveira Santos

Exercise 1, 2 and 4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7)


lecture

19 Abril 2023, 14:30 • Adriana Cornea-madeira

We discussed about the implications of heteroskedasticity and started to introduce some tests to test for it.

lecture

17 Abril 2023, 14:30 • Adriana Cornea-madeira

We discussed about dummy variables interactions, interactions of dummy variables with continuous variables and the linear probability model.

P08 - MRLM: Functional Form. Prediction

13 Abril 2023, 14:30 • Luís Silveira Santos

Exercise 4 and C8 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 6), with part (iv) log-specification for prediction and part (v) RESET test (for level and log dependent variable).