Sumários
Lecture 9
16 Outubro 2019, 10:30 • Paulo Parente
Topics on Functional Form,
- Quadratic Models
- Interaction Terms
- Tests of functional form
- Ramsey's RESET Test
- Nonnested Tests
Multiple Regression Analysis with Qualitative Information: Dummy variables.
- Introduction
- Program Evaluation
Lecture 8
15 Outubro 2019, 10:30 • Paulo Parente
Multiple Regression Analysis- Asymptotic Properties:
- Consistency - Introduction
- Consistency of the OLS estimator
- Inconsistency when we ignore one regressor.
- Asymptotic Normality-Introduction
- Asymptotic Normality of the OLS estimator
- Lagrange Multiplier statistic
Topics on Functional Form:
- Functional Form - The meaning of the term linear
P04 - MLRM; Inference
10 Outubro 2019, 08:00 • Luís Silveira Santos
Exercise 2, 4, 5 (Wooldridge - Chapter 4)
Exercise 8 (Wooldridge - Chapter 2)
Lecture 7
9 Outubro 2019, 10:30 • Paulo Parente
Multiple Regression Analysis: Inference.
- Testing a Linear Combination
- Multiple Linear Restrictions
- Testing Exclusion Restrictions
- The F statistic
- Overall Significance
Multiple Regression Analysis: Asymptotic Properties.
- Consistency - Introduction
Homework:
∙ Exercise 8 of Wooldridge (2013), Chapter 2
∙ Exercises 2, 4, 5, 8, C6 of Wooldridge (2013), Chapter 4.
Lecture 6
8 Outubro 2019, 10:30 • Paulo Parente
Multiple Regression Analysis: Inference.
- The t Test
- Hypothesis testing - one-sided alternatives
- Hypothesis testing - two-sided alternatives
- Confidence Intervals
- Testing a Linear Combination
- Multiple Linear Restrictions
- Testing Exclusion Restrictions
- The F statistic