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