A23

14 Dezembro 2017, 10:00 • João Nicolau

    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

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A22

12 Dezembro 2017, 10:00 • João Nicolau

Exercícios cap. 7

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A21

7 Dezembro 2017, 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)

          7.2.3 Testing for a Structural Change with Different Variances (Time-Series & Cross-Section)

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A20

5 Dezembro 2017, 10:00 • João Nicolau

    6.2 Statistical Inference in Large Sample

    7 Functional Form and Structural Change [Green & Wooldridge]

       7.1 Binary Variables

          7.1.1 Single Dummy and Interpretation

          7.1.2 Several Categories and the Base Group

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A19

30 Novembro 2017, 10:00 • João Nicolau

          6.1.4 Test on a Set of Parameter I

          6.1.5 Test on a Set of Parameter II

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