Lecture 12

5 Novembro 2019, 10:30 • Paulo Parente

Multiple Regression Analysis with Qualitative Information: Dummy variables.

•   Testing for Differences Across Groups
•   Test of predictive failure
•   Linear Probability Model

Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8.

•   What is Heteroskedasticity? Why Worry About Heteroskedasticity?
•   Variance of the OLS estimator with Heteroskedasticity

Homework: Exercises 1, 2, 4, 5, 8, C4, C6 of Chapter 7 of Wooldridge (2013).

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P06 - MLRM; Inference & Functional Form

24 Outubro 2019, 08:00 • Luís Silveira Santos

Exercise 6 and 10 (Wooldridge - Chapter 4)

Exercise 6 (Wooldridge - Chapter 6)

Exercise C1(i) (Wooldridge - Chapter 9)

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Lecture 11

23 Outubro 2019, 10:30 • Paulo Parente

Mock Exam 1 was solved.

Doubts clearing up session.

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Lecture 10

22 Outubro 2019, 10:30 • Paulo Parente

Revisions on the "Partialling Out" Interpretation of the OLS estimator - Frisch-Waugh (1933) Theorem.

Multiple Regression Analysis with Qualitative Information: Dummy variables.

• Dummies for Multiple Categories
• Perfect Multicollinearity and the Dummy variable trap
• Interactions between dummy variables
• Other Interactions with Dummies

 

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P05 - MLRM; Inference & Asymptotics

17 Outubro 2019, 08:00 • Luís Silveira Santos

Exercise 1 and 2 (Wooldridge - Chapter 5)

Exercise 8 and C6 (Wooldridge - Chapter 4)

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