lecture

9 Maio 2024, 13:30 • Adriana Cornea-madeira

We discussed how to do prediction and build confidence intervals using standard errors robust to heteroskedasticity. The case of predicting expected value of log of y was also considered. We started to discuss about time series and introduced the finite distributed lag models.

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lecture

7 Maio 2024, 13:30 • Adriana Cornea-madeira

We discussed about the weighted least squares, (feasible) GLS. And illustrated on an example the steps.

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lecture

3 Maio 2024, 10:00 • Adriana Cornea-madeira

We discussed various tests for heteroskedasticity (Breusch-Pagan test, White's tests and a more powerful version of these).

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lecture

2 Maio 2024, 13:30 • Adriana Cornea-madeira

We discussed about standard errors robust to heteroskedasticity, and illustrated how to compute them in Stata (programming them directly using the correct formula and also using the Stata function) 

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lecture

30 Abril 2024, 13:30 • Adriana Cornea-madeira

We discussed other tests of functional form with examples. We illustrated the RESET test in an application in Stata.

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