Sumários
Aula Teórica 4
13 Março 2023, 11:30 • Paulo Parente
The Generalized Regression Model and Autocorrelation
∙ Misspecification
Models for Binary Outcomes
∙ A refresher on Maximum Likelihood
∙ Linear Probability Model
∙ Index Models for Binary Response
∙ Latent variable threshold (LVT) model
∙ Random utility models
∙ Marginal Effects and Average Partial Effects
∙ Simple specification tests
aula prática 3 - M22
9 Março 2023, 10:00 • Paulo Parente
Exercise Sheet Introduction to Stata.
Exercise Sheet 1: Exercises 3, 7, 8
aula prática 3 -M21
7 Março 2023, 10:00 • Paulo Parente
Exercise Sheet Introduction to Stata.
Exercise Sheet 1: Exercise 3
Aula Teórica 3
6 Março 2023, 11:30 • Paulo Parente
The Generalized Regression Model and Autocorrelation
∙ Estimation of the asymptotic covariance matrix of the OLS estimator
∙ Inference using a HAC estimator
∙ Efficient Estimation by Generalized Least Squares (GLS)
∙ Feasible GLS
∙ Dynamically Complete Models
∙ Misspecification
aula prática 2 - M22
2 Março 2023, 10:00 • Paulo Parente
Exercises 1e(i),(ii), (iii), 2.
Review of Econometrics I (definition of covariance matrix).