Sumários
Lecture 3
28 Setembro 2021, 18:00 • Paulo Parente
The Multiple Regression Model
∙ The Classical Linear Regression Model
∙ Regression with random regressors
∙ Partitioned Linear Model
Exercise Sheet 2: Exercises 1, 2, 3, 4, 5 (a), (b), (c).
Lecture 2
21 Setembro 2021, 18:00 • Paulo Parente
Exercise Sheet 1: Exercises 5,6,7,8.
The Nature of Econometrics and Economic Data
∙ Major uses of Econometrics
∙ Basic Ingredients of an empirical project
∙ Formulate a model (example)
∙ The Question of Causality
∙ Misspecification Testing
∙ Types of Data
∙ Major uses of Econometrics
∙ Basic Ingredients of an empirical project
∙ Formulate a model (example)
∙ The Question of Causality
∙ Misspecification Testing
∙ Types of Data
The Multiple Regression Model
∙ The regression model in scalar form
∙ Motivation for the Ordinary Least Squares estimator
∙ Estimation Procedure
∙ Multiple Regression Analysis
∙ The regression model in scalar form
∙ Motivation for the Ordinary Least Squares estimator
∙ Estimation Procedure
∙ Multiple Regression Analysis
Lecture 1
14 Setembro 2021, 18:00 • Paulo Parente
General Information on the module.
Revision on Matrix Algebra
Vectors
- Definition
- Transpose
- inner product
- Euclidean norm
- distance
- Definition
- Transpose
- Basic Rules
- Outer product
- Linear Dependence and Rank
- Characteristic roots and vectors
- Eigen Decomposition of a symmetric matrix
- Trace
- Quadratic forms
Exercise Sheet 1: Exercises 1, 2, 3, 4.