Lecture 9 - video lecture

23 Março 2020, 15:00 • Paulo Parente

Topics on Functional Form, Wooldridge (2013), Chapter 6 (section 6.2) and Chapter 9 (section 9.1)

  ∙  Functional Form - The meaning of the term linear
  ∙  Quadratic Models
  ∙  Interaction Terms
  ∙  Tests of functional form
      -  Ramsey's RESET Test
      -  Nonnested Tests

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P04 - MLRM; Inference

19 Março 2020, 13:30 • Luís Silveira Santos

Exercise 2, 4, 5 (Wooldridge - Chapter 4)

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Lecture 8 - video lecture

18 Março 2020, 15:00 • Paulo Parente

 Multiple Regression Analysis: Asymptotic Properties. Wooldridge (2013), Chapter 5
     -  Consistency of the OLS estimator
      -  Inconsistency when we ignore one regressor.
      -  Asymptotic Normality-Introduction
      -  Asymptotic Normality of the OLS estimator
      -  Lagrange Multiplier statistic

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Lecture 7 - Video Lecture

16 Março 2020, 15:00 • Paulo Parente

Multiple Regression Analysis: Inference. Wooldridge (2013), Chapter 4 and Chapter 6 (section 6.4)

  ∙  Prediction for the conditional mean of y
  ∙  Prediction for y
  ∙  Predicting y in a log model

Multiple Regression Analysis: Asymptotic Properties. Wooldridge (2013), Chapter 5
-  Consistency - Introduction

    The Homework for this week is the following: Exercises 2, 4 and 5 (Wooldridge, 2013, Chapter 4).

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Class cancelled

12 Março 2020, 13:30 • Luís Silveira Santos

In-person classes were cancelled due to the COVID-19 outbreak in Portugal.

See messages from the rector of the University of Lisbon and from the Dean of ISEG here and here

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