Lecture 6

9 Março 2020, 15:00 • Paulo Parente

  Multiple Regression Analysis: Inference. Wooldridge (2013), Chapter 4

  ∙  Confidence Intervals
  ∙  Testing a Linear Combination
  ∙  Multiple Linear Restrictions
  ∙  Testing Exclusion Restrictions
  ∙  The F statistic
  ∙  Overall Significance

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P03 - SLRM and MLRM; Interpretation of the parameters

5 Março 2020, 13:30 • Luís Silveira Santos

Exercise 8(ii), (iii) and (iv) (Wooldridge - Chapter 2)

Exercise 4, 8 and C2 (Wooldridge - Chapter 3)

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Lecture 5

4 Março 2020, 15:00 • Paulo Parente

Multiple Regression Analysis: Estimation. Wooldridge (2013), Chapter 3

  ∙  Incorporating Non-linearities

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

  ∙  Introduction
  ∙  Assumptions of the Classical Linear Model
  ∙  The t Test
  ∙  Hypothesis testing - one-sided alternatives
  ∙  Hypothesis testing - two-sided alternatives

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Lecture 4

2 Março 2020, 15:00 • Paulo Parente

   Multiple Regression Analysis: Estimation. Wooldridge (2013), Chapter 3

  ∙  Variance of the OLS Estimators
  ∙  The Gauss-Markov Theorem
  ∙  Variance of the OLS Estimators - Misspecified Models
  ∙  Estimating the Error Variance
  ∙  Incorporating Non-linearities

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P02 - SLRM and MLRM; Assumptions and Prediction

27 Fevereiro 2020, 13:30 • Luís Silveira Santos

Exercise 8(i) (Wooldridge - Chapter 2)

Exercise 1, 5, 7 and C1 (Wooldridge - Chapter 3)

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