Sumários

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

Lecture 10

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

Tópico 4 - Inference and Prediction in the Linear Regression Model
  • Measures of goodness of fit
  • Multivariate normal
  • Hypothesis testing in the Classical Regression Model
  • Distribution of the OLS estimator
  • Estimation of the variance of the OLS estimator
    • Single restriction hypothesis: the t-test

Lecture 9

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

Exercise Sheet 2: Exercises 5 d,e,f,g,h,i, 6
Topic 4 - Inference and Prediction in the Linear Regression Model
  • Measures of goodness of fit