Sumários
27 Novembro 2023, 10:00
•
João Nicolau
5.3 Large-Sample Properties of OLS
5.4 Statistical Inference in Large Samples
6 Structural Change [Greene & Wooldridge]
6.1 Testing for Differences in Regression Functions across Two Groups (Cross-Section)
6.2 Testing for a Structural Break (Time-Series)
NOTA: A formalização que se encontra nos slides 174-175 e 177-178 foi removida do programa.
7 The Generalized Regression Model [Greene‚ Hayashi and Wooldridge]
7.1 Introduction
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 Heterocedasticity (slide 192)
23 Novembro 2023, 08:00
•
Gabriel Zsurkis
Resolução dos exercícios 1,2,3 e 4 do capítulo 5 do Caderno de Exercícios (sem as partes referentes à estacionaridade estrita).
20 Novembro 2023, 10:00
•
João Nicolau
5.1.1 Convergence in Probability and in Distribution
5.1.2 Useful Results
5.1.3 Viewing Estimators as Sequences of Random Variables
5.2 Fundamental Concepts in Time-Series Analysis
5.2.1 Various Classes of Stochastic processes
5.2.2 The LLN and the CLT for S&WD Martingale Difference Sequences
5.3 Large-Sample Properties of OLS (slide 162)
Não se deu Definition 5.2.1 e Example 5.2.1 (excluídos da avaliação). A Definition 5.2.7 foi simplificada para "A stationary process z is said to be a weakly dependent process if cov(y(t),y(t-h)) goes to zero "quickly enough" as h goes to infinity."
16 Novembro 2023, 08:00
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Gabriel Zsurkis
Resolução dos exercícios 9 c) e d),10,11 e 13 do capítulo 4 do Caderno de Exercícios.
13 Novembro 2023, 10:00
•
João Nicolau
4.2.2 Issues in Hypothesis Testing
4.2.3 Test on a Set of Parameters I
4.2.4 Test on a Set of Parameters II
4.3 Prediction and Forecasting
4.3.1 Prediction in a log Model (a confirmar)
5 Large-Sample Analysis [Hayashi]
5.1 Large-Sample Theory
5.1.1 Convergence in Probability and in Distribution (até slide 145)