Sumários

25 Março 2022, 10:30 • Luís Silveira Santos

Exercise 1, 2 and 4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 5)

Exercise 3 and 4 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 6)

22 Março 2022, 13:30 • Luís Silveira Santos

5. Topics on Functional Form [Wooldridge (2016), Chapter 6 (section 6.2) and Chapter 9 (section 9.1)]:

5.1. Functional Form - The meaning of the term linear;

5.2. Quadratic Models;

5.3. Interaction Terms;

5.4. Tests of functional form - Ramsey's RESET Test

21 Março 2022, 13:30 • Luís Silveira Santos

4. Multiple Regression Analysis: Asymptotic Properties. [Wooldridge (2016), Chapter 5]:

4.4. Asymptotic Normality - Introduction;

4.5. Asymptotic Normality of the OLS estimator;

4.6. Lagrange Multiplier statistic

18 Março 2022, 10:30 • Luís Silveira Santos

Exercise 6, 9 and C9 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 4)

15 Março 2022, 13:30 • Luís Silveira Santos

4. Multiple Regression Analysis: Asymptotic Properties. [Wooldridge (2016), Chapter 5]:

4.1. Consistency - Introduction (cont.);

4.2. Consistency of the OLS estimator;

4.3. Inconsistency when we ignore one regressor