Sumários

A16

29 Outubro 2025, 18:00 JOÃO ANTÓNIO MENDES DA CRUZ

Linear regression with endogeneity: General formulation and assumptions.

The Generalized Method of Moments.


A15

27 Outubro 2025, 21:30 JOÃO ANTÓNIO MENDES DA CRUZ

Endogeneity bias (errors-in-variables).

Exercises.


A14

22 Outubro 2025, 18:00 JOÃO ANTÓNIO MENDES DA CRUZ

Endogeneity bias and examples


A13

20 Outubro 2025, 21:30 JOÃO ANTÓNIO MENDES DA CRUZ

Testing serial correlation.

Stata application.


A12

15 Outubro 2025, 18:00 JOÃO ANTÓNIO MENDES DA CRUZ

Asymptotic distribution of the OLS estimator.

Hypothesis testing.
Implications of conditional homoskedasticity.
Testing conditional homoskedasticity