Sumários
Lecture 3
27 Setembro 2021, 10:30 • Paulo Parente
Multiple Regression Analysis: Inference.
Part 1, Wooldridge (2013), Chapter 4
∙ Introduction
∙ Assumptions of the Classical Linear Model
∙ The t Test
∙ Hypothesis testing - one-sided alternatives
∙ Hypothesis testing - two-sided alternatives
∙ Confidence Intervals
∙ Testing a Linear Combination
∙ Multiple Linear Restrictions
∙ Testing Exclusion Restrictions
∙ The F statistic
∙ Overall Significance
Lecture 2
22 Setembro 2021, 10:00 • Nuno Sobreira
8 (Wooldridge, Chapter 2), 1, 4 and C1 (Wooldridge, Chapter 3)
Lecture 2
22 Setembro 2021, 08:00 • Nuno Sobreira
8 (Wooldridge, Chapter 2), 1, 4 and C1 (Wooldridge, Chapter 3)
Lecture 2
20 Setembro 2021, 10:30 • Paulo Parente
Multiple Regression Analysis: Estimation. Wooldridge (2013), Chapter 3
Part 2
∙ The R-squared
∙ Unbiasedness of the OLS estimator
∙ Too Many or Too Few Variables
∙ Variance of the OLS Estimators
∙ The Gauss-Markov Theorem
∙ Variance of the OLS Estimators - Misspecified Models
∙ Estimating the Error Variance
∙ Incorporating Non-linearities
Lecture 1
15 Setembro 2021, 10:00 • Nuno Sobreira
1, 4, 12 and C1 (Wooldridge, Chapter 2) + Introduction to Eviews.