Lecture 6

27 Outubro 2020, 18:00 • Paulo Parente

Inference and Prediction in the Linear Regression Model

  ∙  Hypothesis testing in the Classical Regression Model
      -  Multiple restrictions
          *  The F-statistic
  ∙  Prediction
  ∙  Random Regressors under the normality assumption

 

Exercise sheet 3: Exercises 1 and 2.

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Lecture 5

20 Outubro 2020, 18:00 • Paulo Parente

Exercise sheet 2: Exercise 6

Inference and Prediction in the Linear Regression Model

  ∙  Measures of goodness of fit
  ∙  Multivariate normal
  ∙  Hypothesis testing in the Classical Regression Model
      -  Estimation of the variance of the OLS estimator
      -  Single restriction hypothesis

 

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Lecture 4

13 Outubro 2020, 18:00 • Paulo Parente

The Multiple Regression Model

  ∙  Regression with random regressors
  ∙  Partitioned Linear Model

Exercise Sheet 2: Exercises 1, 2, 3, 4, 5.

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Lecture 3

29 Setembro 2020, 18:00 • Paulo Parente

 The Multiple Regression Model

  ∙  Multiple Regression Analysis
  ∙  The Classical Linear Regression Model

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Lecture 2

22 Setembro 2020, 18:00 • Paulo Parente

Exercise Sheet 1: Exercises 1, 2, 3, 4, 5, 6, 7 and 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

The Multiple Regression Model

  ∙  The regression model in scalar form
  ∙  Motivation for the Ordinary Least Squares estimator
  ∙  Estimation Procedure

 

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