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.