Sessions 9 & 10

21 Março 2022, 18:00 • Isabel Proença

               Continuation of GMM estimator for system equations

4.1.   Arellano and Bond’s GMM estimator

4.2.  Blundell and Bond’s System (Extended) GMM estimator

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Sessions 07 and 08

14 Março 2022, 18:00 • Isabel Proença

continuation of the empirical application from 2.7

4.      Dynamic Linear Model for Panel Data

4.1.   Introduction

4.1.1.     Inconsistency of the classic panel data estimators for the linear dynamic model

4.1.2.     GMM estimator for system equations

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Sessions 5 & 6

7 Março 2022, 18:00 • Isabel Proença

2.6.    Hausman test specification. Robust alternatives.

      2.7.    Empirical application. 

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Sessions 3 and 4

21 Fevereiro 2022, 18:00 • Isabel Proença

2.3.     Fixed Effects Estimator (continuation)

2.4.     Random Effects Estimator

     2.5.     First Differences Estimator

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Sessions 1 and 2

14 Fevereiro 2022, 18:00 • Isabel Proença

Course presentation:

·          The learning objetives

·          the bibliography

·          the assessment

1.  Introduction to Microeconometrics

2.  Classical Linear Panel Data Models with Unobserved Effects

2.1.    Motivation
2.2.    Pooled OLS

2.3.    Fixed Effects Estimator: 

- introduction 

- the Fixed Effects transformation

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