Econometrics (1 º Sem 2020/2021)

The vídeo files of lecture 6 were posted in the website of the module. These correspond to the files dummy_var_part2.zip (dummy_var_part2.mp4) and Heteroskedasticity_part1.zip (Heteroskedasticity_part1.mp4)

The video files are in mp4 format and are zipped and therefore students will need to unzip them to a suitable folder.  If you do not have the software Winzip to unzip the file, I suggest that you use the software 7-zip which is freeware.

Notice that the unzipped files of the vídeos are also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the files dummy_var_part2.pdf and Heteroskedasticity_part1.pdf.

The students should read the following pages of Wooldridge (2013)’s book: 241 to 253 and 268 to 275.

The homework of this week correspond to the following exercises of Wooldridge (2013)’s book: 

• Chapter 6: 3, 4, 6, C2, C3,
• Chapter 9: C1(i)

The video files of lecture 4 were posted in the website of the module. These corresponds to the files  Multiple_Regression_Analysis_Inference_Part2.zip (Multiple_Regression_Analysis_Inference_Part2.mp4) and asymptotics.zip (asymptotics.mp4).

The video files are in mp4 format and are zipped and therefore students will need to unzip them to a suitable folder.  If you do not have the software Winzip to unzip the file, I suggest that you use the software 7-zip which is freeware.

Notice that the unzipped files of the videos are also available in the software Microsoft TEAMS.

The slides of the lecture correspond to the files Multiple_Regression_Analysis_Inference_Part2.pdf and asymptotics.pdf which were also posted in the website of the module.

The students should read the following pages of Wooldridge (2013)' book: 168 to 181, 207 to 210, 212 to 215 and 763 to 767.

Homework- Wooldridge (2013), Chapter 4: Exercises 1, 2, 3, 4, 5, 8.

The vídeo files of lecture 5 were posted in the website of the module. These correspond to the files Functional_Form.zip (Functional_Form.mp4) and dummy_var_part1.zip (dummy_var_part1.mp4)

The video files are in mp4 format and are zipped and therefore students will need to unzip them to a suitable folder.  If you do not have the software Winzip to unzip the file, I suggest that you use the software 7-zip which is freeware.

Notice that the unzipped files of the vídeos are also available in Microsoft TEAMS in the team of the module Econometrics.

The slides of the lecture correspond to the files Functional_form.pdf and dummy_var_part1.pdf.

The students should read the following pages of Wooldridge (2013)’s book: 194 to 200, 227 to 241 and 304 to 308.

The homework of this week correspond to the following exercises of Wooldridge (2013)’s book:

·       C6, C9 (Chapter 4),

·       C8 (Chapter 6),

·       1 (Chapter 5).