Sumários

Lecture 6

23 Setembro 2025, 12:30 • Paulo Parente

Topic 3 - The Multiple Regression Model
  • The Classical Linear Regression Model

Lecture 5

22 Setembro 2025, 13:00 • Paulo Parente

Topic 3 - The Multiple Regression Model

  • Multiple Regression Analysis
  • The Classical Linear Regression Model

Lecture 4

16 Setembro 2025, 12:30 • Paulo Parente

Topic 3 - The Multiple Regression Model

  • The regression model in scalar form
  • Motivation for the Ordinary Least Squares estimator
  • Estimation Procedure

Lecture 3

15 Setembro 2025, 13:00 • Paulo Parente

Exercise Sheet 1: Exercises 5, 6, 7, 8
Topic 1- The Nature of Econometrics and Economic Data
  • Major uses of Econometrics
  • Basic Ingredients of an empirical project
  • Formulate a model (example)
  • The Question of Causality
  • Misspecification Testing
  • Types of Data

Lecture 2

9 Setembro 2025, 12:30 • Paulo Parente

Review of Matrix Algebra
Matrices
  • Characteristic roots and vectors
  • Eigen Decomposition of a symmetric matrix
  • Trace
  • Quadratic forms
Exercise Sheet 1: Exercises 1,2,3,4