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Economic Data Analysis

Code 12416
Year 1
Semester S1
ECTS Credits 6
Workload OT(15H)/TP(30H)
Scientific area Economics
Entry requirements N.A.
Mode of delivery Face-to-face
Work placements Not applicable
Learning outcomes The objective of the UC is to provide students with: 1) knowledge of the state of the art of economic data analysis;
2) The field of methodologies and techniques used in applied research;
3) Provide students with skills in the use of econometric programs (EViews, Stata).

The knowledge, skills and competences to be developed by the students are
1) Understanding of the techniques used in the economic analysis of the data,
2) The understanding of theories applied in econometric analysis; and
3) Qualification for economic and financial decision-making based on quantitative data.
Syllabus 1 - Quantitative sources of economic data
2 - Data and its statistical properties
3 - Methods of economic data analysis
4 - Panel data analysis: Fixed Effects and Random Effects in Static Models; Hausman test; Wald tests, Heteroscedasticity, Autocorrelation; Robust estimation.
5- Panel Corrected Standard Errors (PCSE) estimation model;
6- Dynamic Models Momemts Generalized Method (GMM)
7-Cointegration with data in Panel: Unit Root Tests 1st Generation and 2nd Generation. Keywords: Pooled Mean Group (PMG), Mean Group (MG), Dynamic Fixed Effect (DFE), Dynamic Ordinary Least Squares (DOLS), Full Modified Ordinary Least Squares (FMOLS).
Asteriou, Dimitrios e Hall, Stephen G., Applied Econometrics, Palgrave Macmilan, 3rd Ed., 2015.
Baltagi, Badi H., Econometric Analysis of Panel Data, John Wiley & Sons, 5th edition, 2013.
Armstrong, J. Scott, Illusions in regression analysis, in International Journal of Forecasting, Vol. 28, No. 3, July–September 2012, pp 689-694.
Greene, William H., Econometric Analysis, Global Edition Pearson Higher Education, 8th edition, 2020.
Wooldridge, Jeffrey, Econometric Analysis of Cross Section and Panel Data, The MIT Press, 2nd edition, 2010.
Wooldridge, J.M. (2015), "Introductory Econometrics: A Modern Approach", 6th Ed., South Western
Language Portuguese. Tutorial support is available in English.
Last updated on: 2023-01-19

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