TP 02

27 Fevereiro 2024, 09:30 • Isabel Proença

2.2.     Fixed Effects Estimator (continuation)

-       Properties of FE estimator

-       Robust estimation of the covariance matrix

-       Estimation of the fixed effects

-       Dummy variables regression

-       Testing for serial correlation in u

2.3.     Pooled OLS

2.4.     Random Effects Estimator

2.5.     First Differences Estimator

2.6.    Hausman test.

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TP 01

20 Fevereiro 2024, 09:30 • 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    Fixed Effects Estimator:

-       introduction;

-       the Fixed Effects transformation

-       FE estimator of the coefficients

-       FE estimator of the variance

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