Sumários
lecture
1 Março 2023, 14:30 • Adriana Cornea-madeira
We discussed about the variance of the OLS estimators in the simple /multiple linear regression model, as well as the variance of OLS estimators in misspecified models. We also discussed about the log-linear, linear-log, and log-log models and the interpretation of the coefficients in these models.
lecture
27 Fevereiro 2023, 14:30 • Adriana Cornea-madeira
We discussed the Gauss-Markov assumptions, we proved the unbiasedness of the OLS estimator, we discussed the consequences of including too many variables and of omitting important variables.
P02 - MLRM: Interpretation
23 Fevereiro 2023, 14:30 • Luís Silveira Santos
Exercises 1, 3 and C1 (Wooldridge 6th ed., chapter 3)
lecture
22 Fevereiro 2023, 14:30 • Adriana Cornea-madeira
We introduced the multiple linear regression model, we discussed the interpretation of the parameters, we discussed the FW Theorem, and the R-squared.
P01 - SLRM
16 Fevereiro 2023, 14:30 • Luís Silveira Santos
Exercises 3, 12 and C1 (Wooldridge 6th ed., chapter 2)