Sumários
A19
26 Novembro 2019, 10:00 • João Nicolau
7.2 OLS Properties under Autocorrelation and/or Heterocedasticity
7.2.1 Finite-Sample Properties of OLS
7.2.2 Asymptotic Properties of OLS
7.3 Heterocedasticity1
7.3.1 OLS I - Properties
7.3.2 OLS II - Estimating S=E(ε_{i}²x_{i}x_{i}′) Consistently
7.3.3 OLS III - Inference
A18
21 Novembro 2019, 10:00 • João Nicolau
Exercícios cap. 6
7 The Generalized Regression Model [Greene‚ Hayashi and Wooldridge]
7.1 Introduction
A17
19 Novembro 2019, 10:00 • João Nicolau
6.1.5 Allowing for Different Slopes
6.2 Testing for a Structural Change
6.2.1 Testing for Differences in Regression Functions across Two Groups (Cross-Section)
6.2.2 Testing for a Structural Break (Time-Series)
Exercises
A16
14 Novembro 2019, 10:00 • João Nicolau
6 Functional Form and Structural Change [Greene & Wooldridge]
6.1 Binary Variables
6.1.1 Single Dummy and Interpretation
6.1.2 Several Categories and the Base Group
6.1.3 Several Groupings and Interactions
6.1.4 Ordinal Information