Sumários
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
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)
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
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
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