Sumários
The Linear Regression Model with Panel Data
29 Outubro 2025, 17:30 • Joaquim Ramalho
1.2. The Linear Regression Model with Panel Data
1.2.1. Static Models
- Definitions
- Models
- Fixed Effects versus Random Effects
- Estimators for the Random Effects Model
- Estimators for the Fixed Effects Model
- Cluster-Robust Inference
- Hausman Test
Endogenous Explanatory Variables
22 Outubro 2025, 19:00 • Joaquim Ramalho
Illustration 2: Estimating the Returns to Schooling (Questions 3.3-6)
Endogenous Explanatory Variables
22 Outubro 2025, 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
Illustration 2: Estimating the Returns to Schooling (Questions 1-3.2)
Linear Regression Analysis
8 Outubro 2025, 19:00 • Joaquim Ramalho
Illustration 1: Determinants of Firm Debt (Questions 1-2)
- Model Evaluation