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)