A5

7 Março 2019, 10:00 • João Nicolau

       2.4 Generalized Method of Moments (GMM)

          2.4.1 Method of Moments

          2.4.2 GMM

          2.4.3 Sampling Error

       2.5 Large-Sample Properties of GMM

          2.5.1 Asymptotic Distribution of the GMM Estimator

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A4

28 Fevereiro 2019, 10:00 • JOÃO ANTÓNIO MENDES DA CRUZ

Resolução dos exercícios 3, 9, 10 e 11 do capítulo 1, e 1, 5 e 7 do capítulo 2.

 

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A3

25 Fevereiro 2019, 10:00 • João Nicolau

       2.2 Examples of Endogeneity

          2.2.1 Simultaneous Equations Bias

          2.2.2 Errors-in-Variables Bias

          2.2.3 Omitted Variable Bias

       2.3 The General Formulation

          2.3.1 Regressors and Instruments

          2.3.2 Identification 

          2.3.3 Order Condition for Identification

          2.3.4 The Assumption for Asymptotic Normality

 

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A2

21 Fevereiro 2019, 10:00 • João Nicolau

          1.4.4 Efficient Estimation by Generalized Least Squares (GLS)

          1.4.5 Feasible GLS

          1.4.6 Testing Serial Correlation

          1.4.7 Dynamically Complete Models

          1.4.8 Misspecification

    2 Endogeneity and the GMM

       2.1 Introduction

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A1

18 Fevereiro 2019, 10:00 • João Nicolau

       1.4 Autocorrelation

          1.4.1 OLS I - Properties

          1.4.2 OLS II - Estimating S Consistently

          1.4.3 OLS III - Inference

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