P02 - Multiple Regression Linear Model (cont.)

28 Setembro 2017, 08:00 • Luís Silveira Santos

Exercise 4, 5, 7, C2 and C3 - Chapter 3 (W)

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T04

27 Setembro 2017, 09:30 • Isabel Proença

Expected value of OLS estimator: Assumptions MLR.1 a MLR.4. The variance of OLS estimators: Assumption MLR.5; components of the variance. Efficiency of OLS estimators. Estimator of the error variance; standard errors of the OLS estimators; Additional topics: omitting relevant variables; including irrelevant variables. Goodness of fit revisited.

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T03

26 Setembro 2017, 10:30 • Isabel Proença

Interpretation of the OLS estimates (cont.): elasticities e semi-elasticities. Examples.The properties of OLS residuals . Goodness of fit: R-squared.

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P01 - Multiple Regression Linear Model

21 Setembro 2017, 08:00 • Luís Silveira Santos

Exercise 1 and 2 - Chapter 3 (W).

Introduction to EViews with example C1, Chapter 3 (W).

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T02

20 Setembro 2017, 09:30 • Isabel Proença

OLS estimator and the minimization of the sum of squared residuals: fitted values and residuals; OLS estimates; interpretation of the OLS estimates. Examples.

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