Sumários

23 Outubro 2024, 19:00 • Joaquim Ramalho

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

23 Outubro 2024, 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)

16 Outubro 2024, 19:00 • Joaquim Ramalho

- Model Evaluation

Illustration 1: Determinants of Firm Debt (Question 3)

16 Outubro 2024, 17:30 • Joaquim Ramalho

1.1.1. Exogenous Explanatory Variables (cont.)

- Inference

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

9 Outubro 2024, 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

- Interpretation