Sumários
Lecture 10
10 Outubro 2023, 11:00 • Paulo 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 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 Parente
Exercise Sheet 8: Exercise 6
Topic 4 - Inference and Prediction in the Linear Regression Model
- Measures of goodness of fit
- Multivariate normal