Sumários

Tutorial - Week 9

27 Março 2025, 17:00 • Gabriel Zsurkis

Exercise 9 -- Wooldridge, Introductory Econometrics, Chapter 7.

Exercises 1,2 ,3,7 and C1 -- Wooldridge, Introductory Econometrics, Chapter 8.

lecture

27 Março 2025, 13:30 • Adriana Cornea-madeira

We discussed about prediction and prediction intervals with heteroskedasticity. We started to discuss about time series, comparing them with cross sectional data and models. We discussed about the assumptions for unbiasedness and looked at the variance of the OLS estimators in finite distributed lag models. We also introduced the long-run propensity.

lecture

25 Março 2025, 13:30 • Adriana Cornea-madeira

We discussed several versions of tests for heteroskedasticity, with examples, as well as about weighted least squares.

Tutorial - Week 8

20 Março 2025, 17:00 • Gabriel Zsurkis

Exercises 1, 2, 4 and C2 -- Wooldridge, Introductory Econometrics, Chapter 7.

lecture

20 Março 2025, 13:30 • Adriana Cornea-madeira

We discussed the consequences of having heteroskedastic errors on the OLS estimators and their variances. We looked at the White's standard errors, and how to calculate the robust to heteroskedasticity t-statistic, Wald statistic and LM statistic. We discussed two tests for testing for homoskedasticity (Breusch- Pagan and White).