Sumários

Lecture 15

27 Outubro 2026, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Specification Analysis
  • Linear Regression Models with Logarithmic Transformations
  • Functional Form – The RESET test
  • Testing for Structural Change
Exercise Sheet 4: Exercises 1,2,3.

Lecture 14

26 Outubro 2026, 13:30 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercise 5b,c,d.


Specification Analysis
  • Omitted (Exclusion of Relevant) Variables
  • Wrongly Included Variables

Lecture 13

20 Outubro 2026, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercises 1(d),2,3,4, 5(a)

Lecture 12

19 Outubro 2026, 13:30 • PAULO MIGUEL DIAS COSTA PARENTE

Inference and Prediction in the Linear Regression Model

  • Multiple restrictions
    • The F-statistic
    • The restricted regression
  • Prediction
  • Random Regressors under the normality assumption

Exercise Sheet 3: Exercises 1(a) to (c)

Lecture 11

13 Outubro 2026, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Tópico 4 - Inference and Prediction in the Linear Regression Model

Hypothesis testing in the Classical Regression Model
  • Single restriction hypothesis: the t-test
    • Confidence intervals
  • Multiple restrictions
    • The F-statistic