Sumários

Lecture 19

11 Novembro 2024, 13:00 • Paulo Parente

Asymptotic Theory

  • Hypothesis Testing
Exercise Sheet 5: Exercises 1,2 and 3.

Lecture 18

5 Novembro 2024, 12:30 • Paulo 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 Parente

Asymptotic Theory
  • Modes of convergence
  • Consistency
  • Asymptotic normality
  • Asymptotic theory for vectors and matrices

Lecture 16

29 Outubro 2024, 12:30 • Paulo Parente

Exercise Sheet 4: Exercises 1, 2, 3, 4.

Asymptotic Theory
  • Modes of convergence

Lecture 15

28 Outubro 2024, 13:00 • Paulo Parente

Specification Analysis
  • Linear Regression Models with Logarithmic Transformations
  • Functional Form - The RESET test
  • Testing for Structural Change