Sumários
Lecture 14
22 Outubro 2024, 12:30 • Paulo Parente
Exercise Sheet 3, Exercise 5,b,c,d
Specification Analysis
- Omitted (Exclusion of Relevant) Variables
- Wrongly Included Variables
Lecture 12
15 Outubro 2024, 12:30 • Paulo 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 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 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