Lecture 3

26 Fevereiro 2020, 15:00 • Paulo Parente

Multiple Regression Analysis: Estimation.

  ∙  The R-squared
  ∙  Unbiasedness of the OLS estimator
  ∙  Too Many or Too Few Variables

Exercises for the tutorials: 8 (Chapter 2), 1, 5, 7 and C1 (Chapter 3).

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P01 - Simple Linear Regression model

20 Fevereiro 2020, 13:30 • Luís Silveira Santos

Exercise 1, 4, 12 and C1 (Wooldridge - Chapter 2)

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Lecture 2

19 Fevereiro 2020, 15:00 • Paulo Parente

The Nature of Econometrics and Economic Data
  ∙   The Simple Regression Model
      -  Deriving OLS Estimates
      -  Alternative approach to derivation
      -  Some definitions
Multiple Regression Analysis: Estimation. Wooldridge (2013), Chapter 3

  ∙  Ordinary Least Squares (OLS) Estimator
  ∙  Interpreting Multiple Regression
  ∙  A "Partialling Out" Interpretation of the OLS estimator - Frisch-Waugh (1933) Theorem
  ∙  Simple vs Multiple Regression Estimate

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Lecture 1

17 Fevereiro 2020, 15:00 • Paulo Parente

General Information on the Module

The Nature of Econometrics and Economic Data
  ∙  Major uses of Econometrics
  ∙  Basic Ingredients of an empirical project
  ∙  Formulate a model (example)
  ∙  The Question of Causality
  ∙  Misspecification Testing
  ∙  Types of Data
  ∙  The Simple Regression Model
      -  Introduction
      -  Ordinary Least Squares (OLS)
      -  Deriving OLS Estimates

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