Sumários

Lecture 16

31 Outubro 2023, 11:00 • PAULO MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA PARENTE

Exercise Sheet 4: Exercise 4(b),(c)

Asymptotic Theory
  • Modes of convergence
  • Consistency
  • Asymptotic normality

Lecture 14

24 Outubro 2023, 11:00 • PAULO MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA PARENTE

Topic 5- Specification Analysis

  • Omitted (Exclusion of Relevant) Variables
  • Wrongly Included Variables
  • Linear Regression Models with Logarithmic Transformations
  • Functional Form - The RESET test

Lecture 12

17 Outubro 2023, 11:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercise 5,6.