Sumários

Lecture 14

21 Outubro 2025, 12:30 • Paulo Parente

Exercise Sheet 3: Exercise 5(b),(c),(d)

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

Lecture 13

20 Outubro 2025, 13:00 • Paulo Parente

Exercise Sheet 3: Exercises 2e,3,4,5(a),(b)

Lecture 12

14 Outubro 2025, 12:30 • Paulo Parente

Inference and Prediction in the Linear Regression Model

  • Prediction
  • Random Regressors under the normality assumption
Exercise Sheet 3: Exercise 1, 2 a, b, c, d. 

Lecture 11

13 Outubro 2025, 13:00 • Paulo Parente

Inference and Prediction in the Linear Regression Model

Multiple restrictions
  • The F-statistic

Lecture 10

7 Outubro 2025, 12:30 • Paulo Parente

Inference and Prediction in the Linear Regression Model
  • Multivariate normal
  • Hypothesis testing in the Classical Regression Model
    • Estimation of the variance of the OLS estimator
    • Single restriction hypothesis