| Código |
14180
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| Ano |
1
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| Semestre |
S2
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| Créditos ECTS |
7,5
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| Carga Horária |
OT(3H)/TP(30H)
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| Área Científica |
Economia
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|
Learning outcomes |
The main objective is to provide contact with applied research work in various fields and prepare students for applied work with cross-sectional and panel data. The presentation of topics may vary from year to year according to the research interests of the students.
Students should acquire skills to perform empirical work with this type of data, using appropriate software, namely:
• Ability to analyse and manipulate data.
• Development of critical thinking and abstraction skills.
• Ability to formulate and interpret econometric models.
• Ability to work in a team and communicate.
• Development of the ability to use econometric software.
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|
Syllabus |
Introduction: Microeconomic data. Common problems in microeconometrics. The relevance of specification analysis
• Complements to models with limited dependent variables: Tobit models; two-part models; selectivity models.
• Complements to Panel Data Models: Dynamic Models, Nonlinear Models.• Duration Models: Parametric and Semiparametric Models. Continuous and Discrete Data.
• Spatial econometrics: Spatial dependence and spatial heterogeneity. Tests for spatial autocorrelation. Spatial regression models.
• Policy/programme evaluation: Social and natural experiments, difference-in-differences method, matching methods.
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Teaching Methodologies and Assessment Criteria |
The teaching-learning classification corresponds to the weighting of two assessment moments:
1st phase of the project: 30%
2nd phase of the project: 70%
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Main Bibliography |
Cameron e Trivedi (2005), Microeconometrics- Methods and Applications, Cambridge University Press.
LeSage, J. and Pace, K. R. (2009), Introduction to Spatial Econometrics, CRC Press, Taylor & Francis Group.
Wooldridge, J. M. (2010), Econometric Analysis of Cross Section and Panel Data, Cambridge, Mit Press.
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| Language |
Portuguese. Tutorial support is available in English.
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