Lesson 28

2 Dezembro 2016, 09:00 • Wilson Araújo

Quadratic terms and interactions.

Properties of OLS Estimator.

Gauss-Markov Theorem and corollary.

Omitted variables and irrelevant variables.

Decomposition of the variance of the OLS estimator.

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Lesson 27

29 Novembro 2016, 13:00 • Wilson Araújo

Fitted values and residuals.

Properties of residuals.

R ² coefficient.

Functional form: log-log and log-linear relationships (computation of semi-elasticities).

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Lesson 26

25 Novembro 2016, 09:00 • Wilson Araújo

Exercises 2.3, C2.4 and C2.5 on SLR.

Introduction to Multiple Linear Regression: motivation, model specification and matrix notation.

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Lesson 25

24 Novembro 2016, 10:00 • Wilson Araújo

OLS estimation.

Fitted values and residuals.

Properties of residuals.

R ² coefficient.

Units of measurement and non-linearities.

Interpretation of coefficients.

Hypotheses of the SLR model.

Examples.

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Lesson 24

22 Novembro 2016, 13:00 • Wilson Araújo

Pedagogy questionnaires.

Introduction to econometrics: theoretical and empirical models; Types of data; Causality and notion of ceteris paribus.

Simple Linear Regression Model: Conditional Expected Value; Ceteris paribus analysis.

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