TP 5

20 Março 2023, 18:00 • Isabel Proença

3.2.   Arellano and Bond’s GMM estimator

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

3.4.   Empirical application: introduction

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TP 4

13 Março 2023, 18:00 • Isabel Proença

2.7.    Empirical application with the resolution of exercises 5)e) to 7

3.      Dynamic Linear Model for Panel Data

3.1.   Introduction:

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

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TP 3

6 Março 2023, 18:00 • Isabel Proença

Empirical application with the resolution of exercises 1) to 5)d).  

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TP 2

27 Fevereiro 2023, 18:00 • Isabel Proença

2.3.     Fixed Effects Estimator (continuation)

2.4.     Random Effects Estimator

2.5.     First Differences Estimator

2.6.    Hausman test specification. Robust alternatives.

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TP 1

13 Fevereiro 2023, 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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