Sumários

Lecture 5

12 Outubro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Chapter 3: Ordered Data and Count Data Models
1. Ordered data
2. Count data: the Poisson regression model
3. Overdispersion
4. The negative binomial regression model
5. Excess zeros

Lecture 4

28 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Chapter 2: Binary Choice Models

6. Goodness of fit
Exercise Sheet 2: Exercise 1

Chapter 3: Ordered Data and Count Data Models
Outline
1. Ordered data

Lecture 3

21 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 1: Exercise 1 (f)

Chapter 2: Binary Choice Models
Outline
1. The linear probability model
2. Index models
3. Motivating the index model
4. Marginal effects
5. Specification tests

Lecture 2

14 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Chapter 1- Maximum Likelihood Estimation

  • Estimators of the information matrix
  • Regressors
  • Interpretation and inference in misspecified models
  • Hypothesis testing
Exercise Sheet 1- Exercises 1 (a) to (e)

Lecture 1

7 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Topic 1 - Maximum Likelihood Estimation
  • The likelihood function and the ML principle
  • Properties of ML estimators