Sumários

5 Abril 2022, 13:30 • Luís Silveira Santos

7. Multiple Regression Analysis: Heteroskedasticity. [Wooldridge (2016), Chapter 8.]:

7.5. Testing for Heteroskedasticity (The Breusch-Pagan Test, The White Test);

7.6. Weighted Least Squares, Generalized Least Squares, Feasible GLS

4 Abril 2022, 13:30 • Luís Silveira Santos

7. Multiple Regression Analysis: Heteroskedasticity. [Wooldridge (2016), Chapter 8.]:

7.1. What is Heteroskedasticity? Why Worry About Heteroskedasticity?;

7.2. Variance of the OLS estimator with Heteroskedasticity;

7.3. Robust Standard Errors;

7.4. Heteroskedastic-robust Wald statistic and A Robust Lagrange Multiplier Statistic

1 Abril 2022, 10:30 • Luís Silveira Santos

Exercise C1i) (Wooldridge, Introductory Econometrics, 6th ed., Chapter 9)

Class was dismissed one hour before schedule due to a serious health condition of a student.

29 Março 2022, 13:30 • Luís Silveira Santos

6. Multiple Regression Analysis with Qualitative Information: Dummy variables. [Wooldridge (2016), Chapter 7.]:

6.6. Other Interactions with Dummies;

6.7. Testing for Differences Across Groups (Chow Test);

6.8. Linear Probability Model

28 Março 2022, 13:30 • Luís Silveira Santos

6. Multiple Regression Analysis with Qualitative Information: Dummy variables. [Wooldridge (2016), Chapter 7.]:

6.1. Introduction;

6.2. Program Evaluation;

6.3. Perfect Multicollinearity and the Dummy variable trap;

6.4. Dummies for Multiple Categories;

6.5. Interactions between dummy variables