Sumários
25 Outubro 2022, 18:00
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Paulo Parente
Specification Analysis
∙ Wrongly Included Variables
∙ Linear Regression Models with Logarithmic Transformations
∙ Functional Form - The RESET test
∙ Testing for Structural Change
Exercise Sheet 4: Exercises 1,2,3, 4.
Asymptotic Theory
∙ Modes of convergence
∙ Consistency
18 Outubro 2022, 18:00
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Paulo Parente
Exercise Sheet 3: Exercises 1, 2, 3, 4, 5.
Specification Analysis
- Omitted (Exclusion of Relevant) Variables
- Wrongly Included Variables
11 Outubro 2022, 18:00
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Paulo Parente
Inference and Prediction in the Linear Regression Model
∙ Multivariate normal
∙ Hypothesis testing in the Classical Regression Model
- Estimation of the variance of the OLS estimator
- Single restriction hypothesis
- Multiple restrictions
* The F-statistic
∙ Prediction
∙ Random Regressors under the normality assumption
4 Outubro 2022, 18:00
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Paulo Parente
The Multiple Regression Model
∙ Partitioned Linear Model
Exercise Sheet 2: Exercises 1,2,3,4,5,6.
Inference and Prediction in the Linear Regression Model
∙ Measures of goodness of fit
27 Setembro 2022, 18:00
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Paulo Parente
The Multiple Regression Model
- Multiple Regression Analysis
- The Classical Linear Regression Model
- Regression with random regressors