lecture

7 Novembro 2023, 10:30 • Adriana Cornea-madeira

We discussed the Lagrange Multiplier test, as an example of an asymptotic test that does not rely on the normality assumption of the error term. We started to discuss about the dummy variables as possible regressors (and illustrated these in examples).

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lecture

6 Novembro 2023, 10:30 • Adriana Cornea-madeira

We continued our discussion about the consistency of the OLS estimator (including the assumptions needed for consistency). We then moved to discuss the assumptions about the asymptotic normality of the OLS estimator. 

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Lecture 7

3 Novembro 2023, 10:00 • Nuno Sobreira

Exs. 4, 6, C2, C3 (Ch.6) 

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lecture

31 Outubro 2023, 10:30 • Adriana Cornea-madeira

We discussed different tests (and their limitations) of functional form. We started to discuss about the (in)consistency of an estimator.

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lecture

30 Outubro 2023, 10:30 • Adriana Cornea-madeira

We had a revision lecture where we discussed exam-like questions around an example of Stata output.

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