Sumários
Lecture 21
20 Novembro 2023, 13:00 • Paulo Parente
Exercise Sheet 6: Exercises 2c and 3
Instrumental Variables Estimation
- Correlation between error terms and regressors
- Instrumental Variable
Lecture 20
14 Novembro 2023, 11:00 • Paulo Parente
Generalised Regression Model and Heteroskedasticity
- Conditional Heteroskedasticity
Exercise Sheet 6: Exercises 1,2(a),(b)
Lecture 19
13 Novembro 2023, 13:00 • Paulo Parente
Generalised Regression Model and Heteroskedasticity
- The Generalised Least Squares (GLS) Estimator
- Feasible GLS (FGLS)
- Conditional Heteroskedasticity
Lecture 18
7 Novembro 2023, 11:00 • Paulo Parente
Exercise Sheet 5: Exercises 1c,d,e,2
Generalised Regression Model and Heteroskedasticity
- The Generalised Regression Model
- Ordinary Least Squares Estimator
- The Generalised Least Squares (GLS) Estimator
Lecture 17
6 Novembro 2023, 13:00 • Paulo Parente
Asymptotic Theory
- Consistent estimation of the OLS variance covariance matrix
- Hypothesis Testing