Sumários

Lecture 6

21 Setembro 2026, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise sheet 7: Exercises 1 and 2


Lecture 5

21 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Exercise Sheet 1: Exercise 1 (f)

Chapter 2: Binary Choice Models
1. The linear probability model
2. Index models
3. Motivating the index model
4. Marginal effects
5. Specification tests


Lecture 4

14 Setembro 2026, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE

Chapter 7 - The Bootstrap

2. Bootstrap with asymptotic refinements
3. Bootstrap in the linear regression model
4. The number of bootstrap replications
5. Final remarks


Lecture 3

14 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE

Chapter 1- Maximum Likelihood Estimation

  • Estimators of the information matrix
  • Regressors
  • Interpretation and inference in misspecified models
  • Hypothesis testing
Exercise Sheet 1- Exercises 1 (a) to (e)


Lecture 2

7 Setembro 2026, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE

Topic 7 - The Bootstrap
1. Basics on the bootstrap
2. Bootstrap with asymptotic refinements