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)

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Lecture 12 - video lecture

1 Abril 2020, 15:00 • PAULO MIGUEL DIAS COSTA 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

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Lecture 11 - video lecture

30 Março 2020, 15:00 • PAULO MIGUEL DIAS COSTA 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

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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)

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Lecture 10-video lecture

25 Março 2020, 15:00 • PAULO MIGUEL DIAS COSTA 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

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