Sumários

lecture

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

We discussed about the Lagrance Multiplier statistic for testing exclusion restrictions. We started to talk about dummy variables in a multiple linear regression model.

lecture

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

We discussed about consistency and asymptotic normality of the OLS estimator.

P07 - MRLM: Unbiasedness & Consistency. Functional Form

30 Março 2023, 14:30 • Luís Silveira Santos

Exercise 1, 2 and 4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 5);

Exercise 3 and C8 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 6).

lecture

29 Março 2023, 14:30 • Adriana Cornea-madeira

We discussed about different linear models with nonlinear regressors: quadratic terms and interaction terms.

lecture

27 Março 2023, 14:30 • Adriana Cornea-madeira

We discussed about the prediction of y, E(y) and log(y). We also started to discuss about the functional form of E(y): linearity in the parameters and in the variables.