Revision

26 Maio 2015, 13:30 • NICOLETTA ROSATI

Discussion of ICA2 May 2014 f, g. Discussion of exam 24/6/2014 Ex. 3a-e.

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Revision

22 Maio 2015, 13:30 • NICOLETTA ROSATI

Discussion of ex. 4 from EN Jan 2011 (concluded). Discussion of ICA2 May 2014 a,b,c,e.

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Prediction.

21 Maio 2015, 15:30 • NICOLETTA ROSATI

Prediction of y when ln(y) is the dependent variable. Case of u independent of x, and case of Normal u.
Discussion of question d) from ICA2 May 2014. Discussion of exercise no. 4e) from exam EN Jan 2011.

Dsicussion of ex. 4 from EN Jan 2011 (beginning).

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Prediction

19 Maio 2015, 13:30 • NICOLETTA ROSATI

Prediction: introduction, motivation. Prediction for the average: point and interval prediction. Examples.
Point and interval prediction for a particular unit. Examples. Discussion of exercise C6.8 and of exercise 4e) from EE Sept 2009.

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Asymptotic properties. Heteroskedasticity.

15 Maio 2015, 13:30 • NICOLETTA ROSATI

Asymptotic properties of the OLS estimator.
Heteroskedasticity: Introduction. Causes and consequences. Consistent estimation of the variance-covariance Matrix. Heteroskedasticity tests: Breusch-Pagan, White and special White test. F and Chi-square (Lagrange Multiplier) test statistics. Examples. Discussion of exercises 8.1, C8.3 and C8.4, and discussion of Ex. 4b) from EE Sept 2009.

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