Sumários
P06 - MRLM; Inference and Functional Form
2 Abril 2020, 13:30 • Luís Silveira Santos
Exercise 6 and 10 (Wooldridge, Chapter 4);
Exercise 6 (Wooldridge, Chapter 6);
Exercise C9(i) (Wooldridge, Chapter 9)
Lecture 12 - video lecture
1 Abril 2020, 15:00 • Paulo Parente
Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8.
Part 1
- What is Heteroskedasticity? Why Worry About Heteroskedasticity?
- Variance of the OLS estimator with Heteroskedasticity
- Robust Standard Errors
-Heteroskedastic-robust Wald statistic and a Robust Lagrange Multiplier Statistic
Lecture 11 - video lecture
30 Março 2020, 15:00 • Paulo Parente
Multiple Regression Analysis with Qualitative Information: Dummy variables. Wooldridge (2013), Chapter 7
(Part 2).
∙ Other Interactions with Dummies
∙ Testing for Differences Across Groups
∙ Linear Probability Model
P05 - MLRM; Inference and Asymptotics
26 Março 2020, 13:30 • Luís Silveira Santos
Exercise 8 and C6 (Wooldridge, Chapter 4);
Exercise 1 and 5 (Wooldridge, Chapter 5)
Lecture 10-video lecture
25 Março 2020, 15:00 • Paulo Parente
Multiple Regression Analysis with Qualitative Information: Dummy variables. Wooldridge (2013), Chapter 7
(Part 1).
∙ Introduction
∙ Program Evaluation
∙ Perfect Multicollinearity and the Dummy variable trap
∙ Dummies for Multiple Categories
∙ Interactions between dummy variables