T08 - Inference: F-tests. Asymptotics of OLS

10 Outubro 2018, 09:30 • Isabel Proença

The F-statistic. Examples.  Asymptotic properties of OLS.

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T07 - Inference: F tests

9 Outubro 2018, 10:30 • Isabel Proença

Calculation of p-values. Examples. Testing hypotheses about a single linear combination of the coefficients: calculating the standard error of the linear combination. Examples. Tests of hypotheses about multiple linear restrictions - The F-statistic. 

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P02 - MRLM and Inference

4 Outubro 2018, 08:00 • Luís Silveira Santos

Exercises 1, 2 and 3, chapter 4, Wooldridge

Introduction to EVIEWS with exercise C5, chapter 3, Wooldridge

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T06 - Inference: t-statistic

3 Outubro 2018, 09:30 • Isabel Proença

Tests of hypotheses for one coefficient : individual statistical significance.   p-values. Examples.

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T05 - Inference: t-statistic

2 Outubro 2018, 10:30 • Isabel Proença

Covariance matrix of OLS estimator. Additional topics: omitting relevant variables; including irrelevant variables. Goodness of fit revisited: Adjusted R-squared.Introduction to inference in the MLRM. Sampling distributions of the OLS estimators. The t statistic. Confidence interval for a coefficient. 

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