Sumários

25 Fevereiro 2022, 10:30 • Luís Silveira Santos

Simulation exercise.

Exercise 1 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 3)

22 Fevereiro 2022, 13:30 • Luís Silveira Santos

2. Multiple Regression Analysis: Estimation. [Wooldridge (2016), Chapter 3]:

2.9. The Gauss-Markov Theorem;

2.10. Variance of the OLS Estimators - Misspecified Models;

2.11. Estimating the Error Variance;

2.12. Incorporating Non-linearities (models with logs)

21 Fevereiro 2022, 13:30 • Luís Silveira Santos

2. Multiple Regression Analysis: Estimation. [Wooldridge (2016), Chapter 3]:

2.5. The R-squared

2.6. Unbiasedness of the OLS estimator

2.7. Too Many or Too Few Variables

2.8. Variance of the OLS Estimators

18 Fevereiro 2022, 10:30 • Luís Silveira Santos

Introduction to EViews: Exercise 8, 12 and C1 (Wooldridge, Introductory Econometrics, 6th ed., Chapter 2)

15 Fevereiro 2022, 13:30 • Luís Silveira Santos

1. The Nature of Econometrics and Economic Data [Wooldridge (2016) Chapter 2 (sections 2.1 and 2.2)]:

1.7. The Simple Regression Model;

1.7.1. Introduction;

1.7.2. Ordinary Least Squares (OLS);

1.7.3. Deriving OLS Estimates;

1.7.4. Alternative approach to derivation;

1.7.5. Some definitions;

2. Multiple Regression Analysis: Estimation. [Wooldridge (2016), Chapter 3]:

2.1. Ordinary Least Squares (OLS) Estimator;

2.2. Interpreting Multiple Regression;

2.3. A "Partialling Out" Interpretation of the OLS estimator - Frisch-Waugh (1933) Theorem;

2.4. Simple vs Multiple Regression Estimate