Sumários

Lecture 11

16 Outubro 2023, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercise 1(c),(d), 2, 3, 4.

Lecture 10

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

Topic 4 - Inference and Prediction in the Linear Regression Model
  • Multiple restrictions
  • The F-statistic
    • Prediction
  • Random Regressors under the normality assumption
Exercise Sheet 3: Exercise 1(a),(b)

Lecture 9

9 Outubro 2023, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Topic 4 - Inference and Prediction in the Linear Regression Model
  • Hypothesis testing in the Classical Regression Model
  • Estimation of the variance of the OLS estimator
  • Single restriction hypothesis
  • Multiple restrictions
    • The F-statistic

Lecture 8

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

Exercise Sheet 8: Exercise 6


Topic 4 - Inference and Prediction in the Linear Regression Model
  • Measures of goodness of fit
  • Multivariate normal

Lecture 7

2 Outubro 2023, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise sheet 2: Exercises 3b,c, 4, 5.