Sumários

Lecture 26

5 Dezembro 2023, 11:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 8: Exercises 1f,g, 2

Lecture 25

4 Dezembro 2023, 13:00 • PAULO MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA PARENTE

Instrumental Variables Estimation 

  • Instrumental Variables 
  • The Generalised Instrumental Variables estimator