Sumários

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

Linear Regression Analysis

8 outubro 2025, 17:30 • Joaquim Ramalho


1.1.1. Exogenous Explanatory Variables (cont.)
- Interpretation
- Inference

Linear Regression Analysis

1 outubro 2025, 19:00 • Joaquim Ramalho


1. Linear Regression Analysis
1.1. The Linear Regression Model with Cross-Sectional Data
1.1.1. Exogenous Explanatory Variables
- Specification
- Estimation