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
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
Lecture 2
7 Setembro 2026, 20:00 • PAULO MIGUEL DIAS COSTA PARENTE