Sumários
Lecture 25
4 Dezembro 2023, 13:00 • Paulo Parente
Maximum Likelihood Estimation of the Linear Regression Model
- Regressors
- The linear regression model
Exercise Sheet 8: Exercises 1a,b,c,d,e
Lecture 24
28 Novembro 2023, 11:00 • Paulo Parente
Exercise Sheet 7: Exercises 2(b), 3
Maximum Likelihood Estimation of the Linear Regression Model
- Likelihood function and the ML principle;
- Properties of ML estimators;
- Estimators of the information matrix
- Hypothesis testing.
Lecture 23
27 Novembro 2023, 13:00 • Paulo Parente
Instrumental Variables Estimation
- Two-Stage Least Squares Estimation (2SLS)
- Specification testing
Exercise Sheet 7: Exercises 1, 2(a)
Lecture 22
21 Novembro 2023, 11:00 • Paulo Parente
Instrumental Variables Estimation
- Instrumental Variables
- The Generalised Instrumental Variables estimator