Sumários

Tutorial -Week 3

13 Fevereiro 2025, 17:00 • Gabriel Zsurkis

Exercises C2 and C3 -- Wooldridge, Introductory Econometrics, Chapter 2.

Exercices 2,3,5,7,8, C2 C5 and C6 -- Wooldridge, Introductory Econometrics, Chapter 3.

lecture

13 Fevereiro 2025, 13:30 • Adriana Cornea-madeira

We started to discuss about hypothesis testing, starting with single hypothesis testing. We introduced the Classical Linear

lecture

11 Fevereiro 2025, 13:30 • Adriana Cornea-madeira

We discussed about the variance of the OLS estimator in misspecified models, and how the OLS variance is estimated. We then discussed about the interpretation of the OLS estimator in log-linear models, linear-log models and log-log models.

Tutorial - Week 2

6 Fevereiro 2025, 17:00 • Gabriel Zsurkis

Illustration in Stata of the Frisch-Waugh Theorem.

Exercises 7, 8 and 12 -- Wooldridge, Introductory Econometrics, Chapter 2.

Exercise 1 -- Wooldridge, Introductory Econometrics, Chapter 3.

lecture

6 Fevereiro 2025, 13:30 • Adriana Cornea-madeira

We started to discuss and derive the variance of the OLS estimator (undert the Gauss-Markov, GM, assumptions). We discussed the implications on the bias and variance of the OLS estimator in a misspecified model. We showed the OLS estimator is BLUE under the GM assumptions.