Sumários

T07 - MRLM (Prediction intervals; Asymptotics)

14 Março 2022, 13:30 Luís Silveira Santos

3. Multiple Regression Analysis: Inference. [Wooldridge (2016), Chapter 4 and Chapter 6 (section 6.4)]: 
3.12. Prediction for the conditional mean of y; 
3.13. Prediction for y; 
3.14. Predicting y in a log model.

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


P04 - MLRM (Inference)

11 Março 2022, 10:30 Luís Silveira Santos

Exercise 2, 4, 5, 8 and C6 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 4)


T06 - MLRM (Inference: t- and F-statistics)

8 Março 2022, 13:30 Luís Silveira Santos

3. Multiple Regression Analysis: Inference. [Wooldridge (2016), Chapter 4 and Chapter 6 (section 6.4)]: 
3.6. Confidence Intervals; 
3.7. Testing a Linear Combination; 
3.8. Multiple Linear Restrictions; 
3.9. Testing Exclusion Restrictions ; 
3.10. The F statistic; 
3.11. Overall Significance


T05 - MLRM (Inference: t-statistic)

7 Março 2022, 13:30 Luís Silveira Santos

3. Multiple Regression Analysis: Inference. [Wooldridge (2016), Chapter 4 and Chapter 6 (section 6.4)]: 
3.1 Introduction;
3.2. Assumptions of the Classical Linear Model;
3.3. The t Test;
3.4. Hypothesis testing - one-sided alternatives;
3.5. Hypothesis testing - two-sided alternatives


P03 - MLRM (interpretation)

4 Março 2022, 10:30 Luís Silveira Santos

Exercise 4, 5, 7 and 8 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 3)