Sumários
A12
31 Outubro 2017, 10:00 • João Nicolau
4.4 Prediction and Forecasting
4.4.1 Prediction in a log Model
4.5 Multicollinearity [Wooldridge]
A11
26 Outubro 2017, 10:00 • João Nicolau
4.2.5 The Gauss-Marvov Theorem
4.2.6 Estimating Var (bjX)
4.2.7 The Normality Assumption.
4.2.8 Further Aspects on Residual Regression [Goldberger]
4.3 Maximum Likelihood Estimation
4.3.1 The Maximum Likelihood Principle
4.3.2 Conditional versus Unconditional Likelihood
4.3.3 The Log Likelihood for the Regression Model
A10
24 Outubro 2017, 10:00 • João Nicolau
Exercício 8 f)
4.2.2 Bias Caused by Omission of Relevant Variables
4.2.3 The Variance of b.
4.2.4 Decomposition of Var (bk) (ilustrado com o programa prog03.gss)