TEACHING ASSISTANT
Econometrics I (Insper, 2020)
TA for Sergio Firpo
Teaching Material: Lecture 01 - The Classical Linear Regression Model, Lecture 02 - The Gauss-Markov Theorem, Lecture 03 - The Simple Regression Case, Lecture 04 - The Geometry of OLS Estimation, Lecture 05 - Unbiased Estimator of Population Variance and the Coefficient of Determination (R2), Lecture 06 - Short and Long Regression, Lecture 07 - Hypothesis Testing I, Lecture 08 - Hypothesis Testing II, Lecture 09 - Large Sample Properties, Lecture 10 - Heteroskedasticity and Alternative Estimators, Lecture 11 - Endogeneity, Lecture 12 - IV and 2SLS, Lecture 13 - Generalized Method of Moments I, Lecture 14 - Generalized Method of Moments II, Lecture 15 - Maximum Likelihood Estimation
These presentations are based on Sergio Firpo's classes and previous material prepared by Eduardo Cenci, who kindly shared his notes with me.