Sumários
25 Outubro 2023, 19:00
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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
Illustration 2: Estimating the Returns to Schooling (Questions 1-3.2)
25 Outubro 2023, 17:30
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Joaquim Ramalho
Illustration 2: Estimating the Returns to Schooling (Questions 3.3-6)
18 Outubro 2023, 19:00
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Joaquim Ramalho
1.1.1.
Exogenous Explanatory Variables (cont.)
- Inference
- Model Evaluation
Illustration
1: Determinants of Firm Debt (Questions 4-7)
18 Outubro 2023, 17:30
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Joaquim Ramalho
Illustration 1: Determinants of Firm Debt (Questions 8-9)
11 Outubro 2023, 19:00
•
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
1. Linear Regression Analysis
1.1. The Linear Regression Model with Cross-Sectional Data
1.1.1. Exogenous Explanatory Variables
- Specification
- Estimation
