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# Applied Economics Laboratory

 Code 12119 Year 3 Semester S2 ECTS Credits 6 Workload TP(60H) Scientific area Economics Entry requirements - Probabilities and Statistics - Statistics applied to Economics - Spreadsheet skills Mode of delivery Face-to-face Work placements Not applicable Learning outcomes - Familiarize students with the instruments and techniques for the construction and interpretation of econometric models.- Develop the knowledge of econometric topics that are essential for carrying out work of a theoretical and empirical nature.- To design and develop strategies to adapt the studied methods to real problems.- To initiate students in the use of widely used programs in the academic and professional field (Eviews, R and STATA). Syllabus 1. Introduction: object and methodology of econometrics2. Data analysis and transformation3. Linear regression model (LRM)3.1 Correlation and causality3.2 Violation of assumptions3.3 Quality of fit3.4 Confidence intervals3.5 Hypothesis tests4.Model evaluation and diagnostic tests4.1 F test4.2 Coefficient of determination4.3 Test for normality4.4 Multicollinearity4.5 Heteroscedasticity4.6 Structure permanence tests5.Some extensions of LRM5.1 Functional form of regression models.5.2 Binary variables.5.3 Descriptive models of trend and seasonality.5.4 Coefficients tests of two regressions.5.5 Robust least squares method.5.6 Weighted Least Squares Method.6.Models with Qualitative Dependent Variable6.1 Introduction: binary choice models6.2 Linear Probability Models6.3 Probit and Logit Models Main Bibliography - Wooldridge, Jeffrey M., Introductory econometrics: a modern approach. 7th ed., South-Western/Cengage Learning, 2019- Asteriou, Dimitrios e Hall, Stephen G., Applied Econometrics, Palgrave Macmilan, 3rd Ed., 2015- Florian Heiss – Using R for Introductory Econometrics, 2nd edition, 2020 Teaching Methodologies and Assessment Criteria The teaching is face-to-face and the classes are theoretical and practical. The class is of initial theoretical exposition with immediate application of the models and tests using software. Use of appropriate econometric software (Excel, Eviews, R and STATA) to estimate and test more complex subjects.Students should attend classes weekly to assimilate the main econometric tools and develop a critical spirit of result interpretation. Students are expected to participate actively in discussions of the examples given in class.The evaluation consists of two tests (40%+60%). Language Portuguese. Tutorial support is available in English.

### Course

Economics
Last updated on: 2021-06-15

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