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

Exercises 1, 2, 6, C6 -- Wooldridge, Introductory Econometrics, Chapter 4.

Exercice C8 --  Wooldridge, Introductory Econometrics, Chapter 6.


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.