Sumários
Lecture 6
26 Setembro 2023, 12:00 • Paulo Parente
Topic 3 - The Multiple Regression Model
Regression with random regressors
Partitioned Linear Model
Exercise Sheet 2: Exercises 1,2, 3(a)
Lecture 5
25 Setembro 2023, 13:00 • Paulo Parente
Topic 3 -The Multiple Regression Model
- Multiple Regression Analysis
- The Classical Linear Regression Model
Lecture 4
19 Setembro 2023, 12:00 • Paulo Parente
The Multiple Regression Model
- Estimation Procedure
- Multiple Regression Analysis
Lecture 3
18 Setembro 2023, 13:00 • Paulo Parente
Exercise Sheet 1: Exercises 6,7,8.
The Nature of Econometrics and Economic Data
- Major uses of Econometrics
- Basic Ingredients of an empirical project
- Formulate a model (example)
- The Question of Causality
- Misspecification Testing
- Types of Data
The Multiple Regression Model
- The regression model in scalar form
- Motivation for the Ordinary Least Squares estimator
Lecture 2
12 Setembro 2023, 12:00 • Paulo Parente
Topic 1- Revision on Matrix Algebra
Matrices
- Characteristic roots and vectors
- Eigen Decomposition of a symmetric matrix
- Trace
- Quadratic forms.
Exercise Sheet 1: Exercises 1 ,2 ,3, 4, 5, 6