Sumários

Lecture 1

15 Setembro 2021, 08:00 • Nuno Sobreira

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

Lecture 1

13 Setembro 2021, 10:30 • Paulo Parente

General informations on the module.

The Nature of Econometrics and Economic Data[Wooldridge (2013)
Chapter 1 and Chapter 2 (sections 2.1 and 2.2)]
  • Major uses of Econometrics
  • Basic Ingredients of an empirical project
  • Formulate a model (example)
  • The Question of Causality
  • Misspecification Testing
  • Types of Data
  • The Simple Regression Model
  • Introduction
  • Ordinary Least Squares (OLS)
  • Deriving OLS Estimates
  • Alternative approach to derivation
  • Some definitions

Multiple Regression Analysis: Estimation. Wooldridge (2013), Chapter 3
Part 1
  • Ordinary Least Squares (OLS) Estimator
  • Interpreting Multiple Regression
  • A “Partialling Out” Interpretation of the OLS estimator -
  • Frisch-Waugh (1933) Theorem
  • Simple vs Multiple Regression Estimate