Sumários

Lecture 2

24 Setembro 2019, 18:00 Paulo Parente

 Topic 2-   The Multiple Regression Model

  ∙  The Classical Linear Regression Model
  ∙  Regression with random regressors
  ∙  Partitioned Linear Model

 

Exercise sheet 1: Exercise 1


Lecture 1

17 Setembro 2019, 18:00 Paulo Parente

Information on the Module

1-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

2-The Multiple Regression Model
-The regression model in scalar form
-Motivation for the Ordinary Least Squares estimator
-Estimation Procedure
-Multiple Regression Analysis
-The Classical Linear Regression Model