Sumários
Lecture 19
11 Novembro 2024, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE
Asymptotic Theory
- Hypothesis Testing
Exercise Sheet 5: Exercises 1,2 and 3.
Lecture 18
5 Novembro 2024, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE
Asymptotic Theory
- Asymptotic properties of the least squares estimator
- Consistent estimation of the OLS variance covariance matrix
Lecture 17
4 Novembro 2024, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE
Asymptotic Theory
- Modes of convergence
- Consistency
- Asymptotic normality
- Asymptotic theory for vectors and matrices
Lecture 16
29 Outubro 2024, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE
Exercise Sheet 4: Exercises 1, 2, 3, 4.
Asymptotic Theory
- Modes of convergence
Lecture 15
28 Outubro 2024, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE
Specification Analysis
- Linear Regression Models with Logarithmic Transformations
- Functional Form - The RESET test
- Testing for Structural Change