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

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Lecture 2

22 Setembro 2021, 10:00 • Nuno Sobreira

8 (Wooldridge, Chapter 2), 1, 4 and C1 (Wooldridge, Chapter 3)

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Lecture 2

22 Setembro 2021, 08:00 • Nuno Sobreira

8 (Wooldridge, Chapter 2), 1, 4 and C1 (Wooldridge, Chapter 3)

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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

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Lecture 1

15 Setembro 2021, 10:00 • Nuno Sobreira

1, 4, 12 and C1 (Wooldridge, Chapter 2) + Introduction to Eviews.

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