Sumários

Lecture 6

26 Setembro 2023, 12:00 • PAULO MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA PARENTE

Topic 3 -The Multiple Regression Model

  • Multiple Regression Analysis
  • The Classical Linear Regression Model

Lecture 4

19 Setembro 2023, 12:00 • PAULO MIGUEL DIAS COSTA PARENTE

The Multiple Regression Model
  • Estimation Procedure
  • Multiple Regression Analysis

Lecture 3

18 Setembro 2023, 13:00 • PAULO MIGUEL DIAS COSTA 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 MIGUEL DIAS COSTA 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