Sumários
Lecture 5
18 Outubro 2021, 10:30 • Paulo Parente
Topics on Functional Form, Wooldridge (2013), Chapter 6 (section 6.2) and Chapter 9 (section 9.1)
∙ Functional Form - The meaning of the term linear
∙ Quadratic Models
∙ Interaction Terms
∙ Tests of functional form
- Ramsey's RESET Test
- Nonnested Tests
Multiple Regression Analysis with Qualitative Information: Dummy variables. Wooldridge (2013), Chapter 7
(Part 1).
∙ Introduction
∙ Program Evaluation
∙ Perfect Multicollinearity and the Dummy variable trap
∙ Dummies for Multiple Categories
∙ Interactions between dummy variables
(Part 1).
∙ Introduction
∙ Program Evaluation
∙ Perfect Multicollinearity and the Dummy variable trap
∙ Dummies for Multiple Categories
∙ Interactions between dummy variables
Lecture 4
11 Outubro 2021, 10:30 • Paulo Parente
Multiple Regression Analysis: Inference.
Part 2, Wooldridge (2013), Chapter 6 (section 6.4)
∙ Prediction for the conditional mean of y in the multiple regression model
∙ Prediction for y in the multiple regression model
∙ Predicting y in a log model
Multiple Regression Analysis: Asymptotic Properties. Wooldridge (2013), Chapter 5
- Consistency - Introduction
- Consistency of the OLS estimator
- Inconsistency when we ignore one regressor.
- Asymptotic Normality-Introduction
- Asymptotic Normality of the OLS estimator
- Lagrange Multiplier statistic
- Consistency - Introduction
- Consistency of the OLS estimator
- Inconsistency when we ignore one regressor.
- Asymptotic Normality-Introduction
- Asymptotic Normality of the OLS estimator
- Lagrange Multiplier statistic