Sumários

Lecture 9

7 Outubro 2024, 18:00 • Paulo Parente

Exercise Sheet 2: Exercise 2

Ordered Data and Count Data Models
  • Ordered data
  • Count Data Models
    • The Poisson Regression Model
    • Overdispersion
    • Heterogeneity and the Negative Binomial Regression Model

Lecture 8

30 Setembro 2024, 20:00 • Paulo Parente

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

Exercise Sheet 9: 1(a), i, ii, ii.

Lecture 7

30 Setembro 2024, 18:00 • Paulo Parente

Binary Choice Models
  • Linear Probability Model
  • Index Models for Binary Response
  • Latent variable threshold (LVT) model
  • Random utility models
  • Marginal Effects and Average Partial Effects
  • Simple specification tests
  • Goodness of Fit

Lecture 6

23 Setembro 2024, 20:00 • Paulo Parente

Exercise Sheet 8: Exercises 2 to 6.

The bootstrap
1 Basics on bootstrap
2 Bootstrap with asymptotic refinements

Lecture 5

23 Setembro 2024, 18:00 • Paulo Parente

Maximum Likelihood Estimation
  • Hypothesis testing.
Exercise Sheet 1: Exercise 1