Sumários
lecture
24 Setembro 2026, 12:00 • Adriana Cornea-Madeira
We discussed about omitted factors, endogeneity and functional form misspecification in the simple linear regression model. We derived the moment conditions in the simple linear regression model and showed how they give exact expressions for the estimators of the true unknown parameters in the simple linear regression model. We wrote the OLS objective function and showed it leads to the same moment conditions, and justified the named OLS. In R we did the OLS estimation by regressing wages on education. We finished lecture 1 slides and the last slide was given as a homework with deadline for the following week.
lecture
24 Setembro 2026, 10:30 • Adriana Cornea-Madeira
We focused on the slides from Lecture 1, and discussed about the simple linear regression model illustrated in R how to upload data, do a scatter plot, compute averages and plot them in the scatter plot, and how to add lines to the scatter plot.
lecture
17 Setembro 2026, 12:00 • Adriana Cornea-Madeira
We looked at the steps of doing an empirical analysis, we discussed types of data 8and their features), and we started to build a model for the hourly wage (starting from an US survey), looking at the scatter plot (in R). We stopped at slide 33 of Lecture 1.pdf
lecture
17 Setembro 2026, 10:30 • Adriana Cornea-Madeira
We discussed about the CLT and its uses, we looked at an example, used the statistical tables and R to obtain probabilities from the standard normal distribution. We also started to look at different micro and macro examples where statistical methods/econometrics/modelling are used.
lecture
10 Setembro 2026, 12:00 • Adriana Cornea-Madeira
Recap of probabilities, central limit theorem.