Lecture T15

26 Abril 2016, 14:00 • NICOLETTA ROSATI

Moments of OLS estimators. Change of location and scale of variables. Non-linearities. Interpretation of coefficients and their estimates. Examples. Estimation of the error variance in the SLR model.

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Practical P07

22 Abril 2016, 13:30 • NICOLETTA ROSATI

Introduction to econometrics: theoretical and empirical models. Types of data.
Simple linear regression model: conditional expected value, ceteris paribus analysis, hypotheses of the model. Examples. OLS estimation. Fitted values and residuals. Properties of residuals. R² coefficient.

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Lecture T14

21 Abril 2016, 13:30 • NICOLETTA ROSATI

Discussion of exercises no. 7-10 from the exercises sheet on non-parametric tests.

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Lecture T13

19 Abril 2016, 14:00 • NICOLETTA ROSATI

Solution of ICA1

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Practical P06

15 Abril 2016, 13:30 • NICOLETTA ROSATI

Goodness-of-fit test: composite hypotheses.
Tests for contingency tables. Examples.
Discussion of exercises no. 4, 5 and 6 from the exercises sheet.

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