Sumários

21 outubro 2026, 17:30 • Joaquim Ramalho

1.1.2. Endogenous Explanatory Variables

- Definition and Consequences

- Motivation: Omitted Variables, Measurement Errors, Simultaneous Equations

- Instrumental Variables

- Two-Stage Least Squares

- Generalized Method of Moments (GMM)

- Tests for the Exogeneity of an Explanatory Variable

- Tests for the Exogeneity of the Instrumental Variables

- Tests for Correlation between Instrumental Variables and Explanatory Variables

14 outubro 2026, 19:00 • Joaquim Ramalho

Illustration 1: Determinants of Firm Debt (Questions 1-2)

14 outubro 2026, 17:30 • Joaquim Ramalho

1.1.1. Exogenous Explanatory Variables (cont.)

- Interpretation

- Inference

- Model Evaluation

7 outubro 2026, 19:00 • Joaquim Ramalho

Illustration 0: Introduction to Stata (Questions 4-6)

1. Linear Regression Analysis

1.1. The Linear Regression Model with Cross-Sectional Data

1.1.1. Exogenous Explanatory Variables

- Specification

- Estimation

7 outubro 2026, 17:30 • Joaquim Ramalho

i. Introduction

i.1. Econometric Methodology

i.2. The Structure of Economic and Financial Data

i.3. Dependent Variables and Econometric Models

i.4. Quantitative and Qualitative Explanatory Variables

Illustration 0: Introduction to Stata (Questions 1-3)