Lecture 2

24 Setembro 2019, 10:30 • 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 (2008), 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
  -  The R-squared
   

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P01 - Simple Linear Regression Model (SLRM)

19 Setembro 2019, 08:00 • Luís Silveira Santos

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

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Lecture 1

17 Setembro 2019, 10:30 • Paulo Parente

Information on the Module

The Nature of Econometrics and Economic Data
    [Wooldridge (2013) Chapter 1 and Chapter 2 (sections 2.1 and 2.2)]

  ∙  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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