P03 - Inference

12 Outubro 2017, 08:00 • Luís Silveira Santos

Exercise 1, 2, 3, 4 and C7 - Chapter 4 (W)

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T08 - Topics on functional form

11 Outubro 2017, 09:30 • Isabel Proença

Topics on functional form: Models with quadratic terms. Models with interaction terms. 

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T07 - F tests

10 Outubro 2017, 10:30 • Isabel Proença

Tests of hypotheses about multiple linear restrictions - The F-statistic. Examples. 

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T06

4 Outubro 2017, 09:30 • Isabel Proença

Tests of hypotheses for one coefficient (cont.); p-values. Examples.Testing hypotheses about a single linear combination of the coefficients: calculating the standard error of the linear combination; Examples.

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T05

3 Outubro 2017, 10:30 • Isabel Proença

Introduction to inference in the MLRM. Sampling distributions of the OLS estimators. The t statistic. Confidence interval for a coefficient. Tests of hypotheses for one coefficient: individual statistical significance. Examples.

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