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)