Sumários

Lecture 4

17 Setembro 2024, 12:30 • Paulo Parente

The Nature of Econometrics and Economic Data
  • 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
  • Estimation Procedure

Lecture 3

16 Setembro 2024, 13:00 • Paulo Parente

Exercise Sheet 1: Exercises 3,4,5,6,7,8.

Topic 2 - The Nature of Econometrics and Economic Data
  • Major uses of Econometrics
  • Basic Ingredients of an empirical project
  • Formulate a model (example)

Lecture 2

10 Setembro 2024, 12:30 • Paulo Parente

Review of Matrix Algebra
  • Matrices
    • Linear Dependence and Rank
    • Characteristic roots and vectors
    • Eigen Decomposition of a symmetric matrix
    • Trace
    • Quadratic forms
Exercise Sheet 1: Exercises 1 and 2

Lecture 1

9 Setembro 2024, 13:00 • Paulo Parente

General information on the course unit
Review of Matrix Algebra
Vectors
  • Definition
  • Transpose
  • inner product
  • Euclidean norm
  • distance
Matrices
  • Definition
  • Transpose
  • Basic Rules
  • Outer product
  • Linear Dependence and Rank