Sumários

P10 - MLRM (recap) and Time Series (Properties of the OLS estimator and the LRP)

29 Abril 2022, 10:30 • Luís Silveira Santos

Exercise 2, 3 and C4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 10)
Exercise C2 and C3 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 6)

T16 - Time Series (Unbiasedness and Variance of the OLS estimator; Inference on the LRP)

26 Abril 2022, 13:30 • Luís Silveira Santos

8. Basic Regression Analysis with Time Series Data. [Wooldridge (2016), Chapter 10]: 

8.3. Assumptions for Unbiasedness; 
8.4. Variances of OLS Estimators; 
8.5. Inference on the long-run propensity

P09 - MLRM (Dummy variables, Chow test, Heteroskedasticity)

22 Abril 2022, 10:30 • Luís Silveira Santos

Exercise 5, 8 and C6 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7);
Exercise 2, 3 and C4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 8).

T15 - Time Series (Introduction; Static, AR and FDL models)

19 Abril 2022, 13:30 • Luís Silveira Santos

8. Basic Regression Analysis with Time Series Data. [Wooldridge (2016), Chapter 10]: 

8.1. Time Series vs. Cross Sectional; 
8.2. Finite Distributed Lag Models

P08 - MLRM (Prediction and Dummy Variables)

8 Abril 2022, 10:30 • Luís Silveira Santos

Exercise C8 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 6); 
Exercise 1, 2 and 4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 7).