Sumários

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

9 Março 2023, 10:00 • Paulo Parente

Exercise Sheet Introduction to Stata.

Exercise Sheet 1: Exercises 3, 7, 8

7 Março 2023, 10:00 • Paulo Parente

Exercise Sheet Introduction to Stata.

Exercise Sheet 1: Exercise 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

2 Março 2023, 10:00 • Paulo Parente

Exercises 1e(i),(ii), (iii), 2.

Review of Econometrics I (definition of covariance matrix).