Asteriou, Dimitrios e Hall, Stephen G., Applied Econometrics, Palgrave Macmilan, 2nd Ed., 2011.
Baltagi, Badi H., Econometric Analysis of Panel Data, John Wiley & Sons, 4th edition, 2008.
Armstrong, J. Scott, Illusions in regression analysis, in International Journal of Forecasting, Vol. 28, No. 3, July–
September 2012, pp 689-694.
Becketti, Sean, Introduction to Time Series Using Stata, Stata Press, Texas, 2013.
Brooks, Chris, Introductory Econometrics for Finance, Cambridge University Press, 2nd Ed., 2008.
Enders, Walter, Applied Econometric Time Series, John Wiley & Sons, 3rd edition, 2009.
Greene, William H., Econometric Analysis, Pearson Higher Education, 7th edition, 2011.
Juselius, Katarina, The Cointegrated VAR Model: Methodology and Applications, Oxford University Press, 2006.
Wooldridge, Jeffrey, Econometric Analysis of Cross Section and Panel Data, The MIT Press, 2nd edition, 2010.
Teaching Methodologies and Assessment Criteria
The topics/themes of Economic Data Analysis are set by the teacher during lectures. The lecturing in practical classes
involves the resolution of exercises, the discussion of seminal articles, the collection of data, and the econometric
handling of the models.
The grading results from the weighting of three moments of learning as follows: (1) class participation 10%; (2)
development, writing, presentation and discussion of empirical work 40%; and (3) final examinations 50%.