Sumários

Lecture 14

22 Outubro 2024, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3, Exercise 5,b,c,d


Specification Analysis
  • Omitted (Exclusion of Relevant) Variables
  • Wrongly Included Variables


Lecture 13

21 Outubro 2024, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 3: Exercises 2e,3,4,5(a)

Lecture 12

15 Outubro 2024, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Inference and Prediction in the Linear Regression Model
  • Prediction
  • Random Regressors under the normality assumption
Exercise Sheet 3: Exercises 1, 2a,b,c.d


Lecture 11

14 Outubro 2024, 13:00 • PAULO MIGUEL DIAS COSTA PARENTE

Inference and Prediction in the Linear Regression Model
  • Hypothesis testing in the Classical Regression Model
    • Single restriction hypothesis
    • Multiple restrictions
      • The F-statistic

Lecture 10

8 Outubro 2024, 12:30 • PAULO MIGUEL DIAS COSTA PARENTE

Inference and Prediction in the Linear Regression Model
  • Measures of goodness of fit
  • Multivariate normal
  • Hypothesis testing in the Classical Regression Model
    • Estimation of the variance of the OLS estimator
    • Single restriction hypothesis