lecture

29 Fevereiro 2024, 13:30 • Adriana Cornea-madeira

We discussed about (and derived) the variance of the OLS estimator and the Gauss-Markov assumptions.

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lecture

27 Fevereiro 2024, 13:30 • Adriana Cornea-madeira

We discussed the assumptions needed to show the unbiassedness of the OLS estimator. We showed the unbiassedness of the OLS estimators from a simple linear regression model under these assumptions. We also showed the consequences on the parameter estimators when relevant variables are omitted from the model. 

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P2

23 Fevereiro 2024, 12:00 • Ana Patrícia Subtil da Graça Freitas Garcia

Exercises 3, 6, 12 (Ch.2, Wooldridge); 1 (Ch. 3, Wooldridge). 

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lecture

22 Fevereiro 2024, 13:30 • Adriana Cornea-madeira

We introduced the multiple linear regression model, discussed how it is estimated by OLS, how the paramaters are interpreted. We also spent time on the FWL theorem, discussed its importance.

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lecture

20 Fevereiro 2024, 13:30 • Adriana Cornea-madeira

We introduced the method of moments and the OLS method for estimating the parameters in the simple linear regression model. We solved analytically the sample moment conditions that allowed us to arrive at the OLS estimators. We illustrated OLS in a regression of hourly wages on education.

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