Sumários
MODELS WITH BINARY DEPENDENT VARIABLE: LOGIT AND PROBIT
4 Dezembro 2020, 15:30 • Rita Sousa
Students must be able to deal with models for binary dependent variables.
ASSUMPTIONS OF THE MLRM
4 Dezembro 2020, 14:00 • Rita Sousa
Normality, Multicollinearity, Heteroskedasticity and Autocorrelation.
ASSUMPTIONS OF THE MLRM
4 Dezembro 2020, 11:00 • Rita Sousa
Normality, Multicollinearity, Heteroskedasticity and Autocorrelation.
SPECIFICATION AND STABILITY TESTS
4 Dezembro 2020, 09:30 • Rita Sousa
Specification and stability tests are commonly used to detect the presence of specification errors in the Multiple Linear Regression Model (MLRM). In these lectures students must me able to compute and interpret the RESET, CHOW and WALD tests to conclude about the specification errors. They must also analyze the consequences for OLS estimators when some of the assumptions do not hold and to use alternative estimators and inference procedures that are statistically more appropriate.