Tutorial - Week 2

6 Fevereiro 2025, 17:00 • Gabriel Zsurkis

Illustration in Stata of the Frisch-Waugh Theorem. 

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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.

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lecture

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

We introduced the multiple linear regression model, discussed the FWL Theorem and its modern uses in econometrics (and also in machine learning - briefly), and then we focused on the assumptions for the unbiasedness of the OLS estimator proving the unbiasedness of the OLS estimator under these assumptions.

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Tutorial - Week 1

30 Janeiro 2025, 17:00 • Gabriel Zsurkis

Exercises 1 to 6 (except  for 3 (iv) and 5 (iii) ) -- Wooldridge, Introductory Econometrics, Chapter 2.

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lecture

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

We continued to discuss about the method of moments to obtain the OLS estimates. We also justified the the name of OLS estimator by using calculus. We discussed about fitted values, residuals, and looked at the example on the US data on education and wages.

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