Sumários

Lecture 19

10 Novembro 2025, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Asymptotic Theory

  • Consistent estimation of the OLS variance covariance matrix
  • Hypothesis Testing
Exercise Sheet 5: Exercises 1,2 and 3

Lecture 18

4 Novembro 2025, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Asymptotic Theory
  • Asymptotic theory for vectors and matrices
  • Asymptotic properties of the least squares estimator
  • Consistent estimation of the OLS variance covariance matrix

Lecture 17

3 Novembro 2025, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Asymptotic Theory
  • Modes of convergence
  • Consistency
  • Asymptotic normality
  • Asymptotic theory for vectors and matrices

Lecture 16

28 Outubro 2025, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 4 : Exercises 2,3,4

Lecture 15

27 Outubro 2025, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Specification Analysis
  • Wrongly Included Variables
  • Linear Regression Models with Logarithmic Transformations
  • Functional Form - The RESET test
  • Testing for Structural Change
Exercise Sheet 4 : Exercise 1