| Code |
14163
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| Year |
1
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| Semester |
S1
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| ECTS Credits |
7,5
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| Workload |
OT(3H)/TP(30H)
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| Scientific area |
Economics
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|
Entry requirements |
No exigible or required.
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Learning outcomes |
Aims:
- To develop the skills in, and knowledge of, econometrics necessary for theoretical and empirical work based on cross-sectional, time-series or panel data.
- To learn how to conduct empirical studies in economics and related fields using modern econometric
techniques.
Competences:
- Data analysis and manipulation.
- Reason logically and work analytically.
- Work with abstract concepts and in a context of generality.
- Select and apply appropriate techniques to solve econometric problems.
- Team work, written and oral communication.
- Computing skills and knowledge of econometric software.
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Syllabus |
I. Econometrics Introductory and Revisions
2. Panel data analysis: Fixed and Random Effects in Static Models; Test for the presence of fixed effects; Hausman test; Wald Tests, Heteroscedasticity, Autocorrelation; Robust estimation. Modeling and Estimation with practical applications using Stata
3.. Panel corrected standard errors (PCSE) estimation model. Modeling and estimation with practical applications using Stata
4.Cointegration.Estimation of Pooled Mean Group (PMG), Mean Group (MG), Dynamic Fixed Effect (DFE), Dynamic Ordinary Least Squares (DOLS) and Full Modified Ordinary Least Squares (FMOLS) models.
5. Estimation Generalized Method Of Moments.
6.. Applied Economics Case Study
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Main Bibliography |
Davidson, R., J.G. Mackinnon, (2003), Econometric Theory and Methods, Oxford University Press.
Greene, W. (2018), Econometric Analysis, 8th Edition, Pearson.
Verbeek, M. (2017), A Guide to Modern Econometrics, 5.ª ed., Wiley.
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Teaching Methodologies and Assessment Criteria |
Classes are theoretical exposition and use of empirical studies with econometric application with panel data. In the application of econometric models and techniques, there is the use of operationalization routines of the STATA software. As evaluation criteria, students who attend classes, in the Teaching-Learning component, carry out a work in class, with monitoring by the Professor in the evolution of application of knowledge and will have to deliver the final report on the 28th of January, will have a weight of 100%. There will be an Exam with a weight of 100% for students who are admitted either during the Normal or the Appeal period.
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Language |
Portuguese. Tutorial support is available in English.
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