Sumários

Lecture 7

21 Outubro 2024, 18:00 Paulo Parente

Exercise Sheet 3: Exercise 2a(iii),b.


Limited Dependent Variable Models
1 Introduction;
2 Truncated data;
3 Censored data;
4 Sample selection;

Exercise Sheet 4: Exercise 1a,b.



Lecture 6

14 Outubro 2024, 18:00 Paulo Parente

Ordered Data and Count Data Models
  • Hurdle and Zero-Inflated Poisson Models.
Exercise Sheet 3: Exercise 2a,i,ii,iii


Lecture 5

7 Outubro 2024, 18:00 Paulo Parente

Exercise Sheet 2: Exercise 2

Ordered Data and Count Data Models
  • Ordered data
  • Count Data Models
    • The Poisson Regression Model
    • Overdispersion
    • Heterogeneity and the Negative Binomial Regression Model


Lecture 4

30 Setembro 2024, 18:00 Paulo Parente

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
  • Simple specification tests
  • Goodness of Fit


Lecture 3

23 Setembro 2024, 18:00 Paulo Parente

Maximum Likelihood Estimation
  • Hypothesis testing.
Exercise Sheet 1: Exercise 1