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.
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