Sumários

22 Outubro 2025, 19:00 • Joaquim Ramalho

Illustration 2: Estimating the Returns to Schooling (Questions 3.3-6)

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)

8 Outubro 2025, 19:00 • Joaquim Ramalho

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

- Model Evaluation

8 Outubro 2025, 17:30 • Joaquim Ramalho

1.1.1. Exogenous Explanatory Variables (cont.)

- Interpretation

- Inference

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