Sumários
Lecture 8
31 Outubro 2022, 18:00 • Paulo Parente
Exercise Sheet 4: Exercises 1b,c,d,e.
Univariate time series modelling
∙ Stochastic Process
∙ Stationary Processes
∙ Wold's Decomposition Theorem
Lecture 7
24 Outubro 2022, 18:00 • Paulo Parente
Exercise Sheet 3: Exercises 2 c, d, 3.
Limited Dependent Variable Models
- Introduction;
- Truncated data;
- Censored data;
- Sample selection
Exercise Sheet 4: Exercises 1a.
Lecture 6
17 Outubro 2022, 18:00 • Paulo Parente
Ordered Data and Count Data Models
∙ Count Data Models
- Overdispersion
- Heterogeneity and the Negative Binomial Regression Model
- Hurdle and Zero-Inflated Poisson Models.
- Binomial Regression.
Exercise Sheet 3: Exercise 2a, b
Lecture 5
10 Outubro 2022, 18:00 • Paulo Parente
Exercise Sheet 2: Exercise 2
Ordered Data and Count Data Models
∙ Ordered data
∙ Count Data Models
- The Poisson Regression Model
Lecture 4
3 Outubro 2022, 18:00 • Paulo Parente
Discrete Choice Models
∙ Binary Choice Models
- Index Models for Binary Response
- Latent variable threshold (LVT) model
- Random utility models
- Simple specification tests
- Goodness of Fit
∙ Multinomial choice models
- Multinomial Logit
- Probabilistic Choice Models