TP 07

9 Abril 2024, 09:30 • Isabel Proença

3. Dynamic Linear Models for Panel Data

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T06

2 Abril 2024, 09:30 • Isabel Proença

3.3.   Arellano and Bond’s GMM estimator

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

3.4.   Empirical Application: introduction – exercises 1a) – d)

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TP 05

19 Março 2024, 09:30 • Isabel Proença

2.7.     Empirical application with the resolution of exercises 7a) to 7 c) iii)

 

3.      Dynamic Linear Model for Panel Data

3.1.   Introduction:

       -    Inconsistency of the classic panel data estimators for the linear dynamic model

                        -     GMM estimator for systems of equations

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TP 04

12 Março 2024, 09:30 • Isabel Proença

2.7.    Empirical application with the resolution of exercises 4a) to 6 f)

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TP 03

5 Março 2024, 09:30 • Isabel Proença

2.6.    Hausman test: Robust alternatives.

2.7.    Empirical application with the resolution of exercises 1 to 3)c).  

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