| Código |
18187
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| Ano |
1
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| Semestre |
S1
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| Créditos ECTS |
6
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| Carga Horária |
TP(30H)
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| Área Científica |
Economia
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|
Learning outcomes |
- To improve knowledge of econometric subjects that are essential for performing theoretical and empirical work, regardless of suitability for cross-sectional, time-series or panel data.
- To be able to employ the latest econometric techniques in analysing a variety of economic and financial issues.
- Design and develop strategies to adapt the methods studied to concrete economic problems that are always confronted in practical applications, such as insufficient data, faulty data, endogeneity problems and spurious correlations
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Syllabus |
I. Linear Regression Model: Cross-Sectional Data: Specifications, Estimation and Inference; Endogenous Explanatory Variables.
II. Time Series Models: Multivariate Models; Unit Roots and Cointegration.
III. Panel Data Models: Fixed Effects and Random Effects Models; Dynamic Models.
IV. Estimation of Fractional Models. Estimation of models with truncated or censored dependent variables.
V. Estimation using the instrumental variables method.
VI. Estimation using the Generalised Method of Moments.
VII. Estimation by non-parametric and parametric methods
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Teaching Methodologies and Assessment Criteria |
Students must attend classes regularly to understand and learn how to use the main econometric tools for cross-sectional, time series and panel data, the theoretical arguments used to obtain the main results and to become familiar with the interpretation of results for the selected practical examples. The teaching is based on theoretical-practical classes, in which, after the transmission of theoretical content, the students use econometric software to implement the concepts and methods they have learned. The use of econometric software and the use of economic and financial data to study the economic theory underpinning a given economic problem will be the most suitable method of teaching and learning for the Econometrics course.
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Main Bibliography |
R. Carter Hill, William E. Griffiths, Guay C. Lim; (2018) Principles of econometrics, John Wiley & Sons William E. Griffiths, R. Carter Hill;(2019) Using EViews for Principles of Econometrics, John Wiley & Sons
Wooldridge, J.M. (2015), "Introductory Econometrics: A Modern Approach", 6th Ed., South Western Publishers.
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| Language |
Portuguese. Tutorial support is available in English.
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