lecture

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

We continued to discuss about finite distributed lag models, long run propensity, and assumptions for unbiasedness (comparing them with the cross-sectional case).

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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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P11

3 Maio 2024, 12:00 • Ana Patrícia Subtil da Graça Freitas Garcia

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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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