Sumários
Lecture 3
22 Setembro 2025, 18:00 • Paulo Parente
Topic 2 - Binary Choice Models
- Simple specification tests
- Goodness of Fit
Exercise Sheet 2: Exercise 2
Topic 3 - Ordered Data and Count Data Models
- Ordered data
- Count Data Models
- The Poisson Regression Model
Lecture 2
15 Setembro 2025, 18:00 • Paulo Parente
Exercise Sheet 1 - Exercise 1
Topic 2 -Binary Choice Models
- Linear Probability Model
- Index Models for Binary Response
- Latent variable threshold (LVT) model
- Random utility models
- Marginal Effects and Average Partial Effects
Lecture 1
8 Setembro 2025, 18:00 • Paulo Parente
General information on the module.
Maximum Likelihood Estimation
- Likelihood function and the ML principle;
- Properties of ML estimators;
- Estimators of the information matrix
- Regressors
- Interpretation and inference in misspecified models
- Hypothesis testing.