P08 - MLRM; Dummy variables, Chow test and Heteroskedasticity

23 Abril 2020, 13:30 • Luís Silveira Santos

Exercise 8 and C6 (Wooldridge - Chapter 7)

Exercise 2, 3 and C3 (Wooldridge - Chapter 8)

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lecture 15 - video lecture

22 Abril 2020, 15:00 • Paulo Parente

Basic Regression Analysis with Time Series Data. Wooldridge (2013),Chapter 10

Part 2

- Assumptions for Unbiasedness
 - Variances of OLS Estimators
 - Inference on the long-run propensity

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Lecture 14 - video lecture

20 Abril 2020, 15:00 • Paulo Parente

Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8.

Part 3

 - Prediction and Prediction Intervals with Heteroskedasticity

Basic Regression Analysis with Time Series Data. Wooldridge (2013),Chapter 10

Part 1

- Time Series vs. Cross Sectional
- Finite Distributed Lag Models

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P07 - MLRM; Dummy variables

16 Abril 2020, 13:30 • Luís Silveira Santos

Exercise 1, 2, 4 and 5 (Wooldridge - Chapter 7)

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Lecture 13 - video lecture

15 Abril 2020, 15:00 • Paulo Parente

Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8.

 Part 2

 - Testing for Heteroskedasticity (The Breusch-Pagan Test, The White Test)
 - Weighted Least Squares, Generalized Least Squares, Feasible GLS

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