Sumários
Lecture 16
31 Outubro 2023, 11:00 • Paulo Parente
Asymptotic Theory
- Asymptotic normality
- Asymptotic theory for vectors and matrices
- Asymptotic properties of the least squares estimator
Lecture 15
30 Outubro 2023, 13:00 • Paulo Parente
Exercise Sheet 4: Exercise 4(b),(c)
Asymptotic Theory
- Modes of convergence
- Consistency
- Asymptotic normality
Lecture 14
24 Outubro 2023, 11:00 • Paulo Parente
Topic 5 - Specification Analysis
- Testing for Structural Change
Exercise Sheet 4: Exercises 1 , 2,3, 4(a)
Lecture 13
23 Outubro 2023, 13:00 • Paulo Parente
Topic 5- Specification Analysis
- Omitted (Exclusion of Relevant) Variables
- Wrongly Included Variables
- Linear Regression Models with Logarithmic Transformations
- Functional Form - The RESET test