A21

6 Dezembro 2018, 10:00 • João Nicolau

Exercícios cap. 7 (ex. 2)

    8 The Generalized Regression Model and Heterocedasticity [Green, Hayashi and Wooldridge]

       8.1 Introduction

       8.2 OLS Properties under Autocorrelation and/or Heterocedasticity

          8.2.1 Finite-Sample Properties of OLS

          8.2.2 Asymptotic Properties of OLS

       8.3 Heterocedasticity

          8.3.1 OLS Properties

          8.3.2 Estimating S Consistently

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A20

4 Dezembro 2018, 10:00 • João Nicolau

    7.1.3 Several Groupings and Interactions

          7.1.4 Ordinal Information

          7.1.5 Allowing for Different Slopes

       7.2 Testing for a Structural Change

          7.2.1 Testing for Differences in Regression Functions across Two Groups (Cross-Section)

          7.2.2 Testing for a Structural Break (Time-Series)

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A19

29 Novembro 2018, 10:00 • João Nicolau

Exercícios

    7 Functional Form and Structural Change

       7.1 Binary Variables

          7.1.1 Single Dummy and Interpretation

          7.1.2 Several Categories and the Base Group

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A18

27 Novembro 2018, 10:00 • João Nicolau

          6.1.3 Issues in Hypothesis Testing

          6.1.4 Test on a Set of Parameter I

          6.1.5 Test on a Set of Parameter II

       6.2 Statistical Inference in Large Sample

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A17

22 Novembro 2018, 10:00 • João Nicolau

Exercícios (10 e 11)

    6 Hypothesis Testing and Model Selection [Hayashi & Goldberger]

       6.1 Finite Simple -Statistical Inference under Normality

          6.1.1 Confidence Intervals and Regions

          6.1.2 Testing on a Single Parameter

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