Sumários
lecture
27 Fevereiro 2025, 13:30 • Adriana Cornea-madeira
We discussed about the consistency and the asympototic normality of the OLS estimator, and we introduced the LM test.
lecture
25 Fevereiro 2025, 13:30 • Adriana Cornea-madeira
We talked about how to test for overall significance using the F test, then how to do predictions of the conditional mean of y, of y and of y in alog model, and build a confidence interval for this prediction.
Tutorial - Week 4
20 Fevereiro 2025, 17:00 • Gabriel Zsurkis
lecture
20 Fevereiro 2025, 13:30 • Adriana Cornea-madeira
We discussed about how to test linear restriction involving two or more parameters, as well as multiple restrictions introducing the F test.
lecture
18 Fevereiro 2025, 13:30 • Adriana Cornea-madeira
We discussed about the t-test and the three types of alternative hypothesis, confidence intervals and p-values.