Econometrics I

Code	13938
Year	3
Semester	S1
ECTS Credits	6
Workload	TP(60H)
Scientific area	Economics
Entry requirements	N.A.
Learning outcomes	To learn the essential/fundamentals of econometrics. To learn how to identify, estimate and use the simple and multiple linear models and also the non-linear model. To learn how to do statistical significance and other statistical tests related to the parameters of an estimated model. To learn how to use the econometric models for forecasting ends (point and confidence intervals). To learn the implications of the non-observation of the initial (basic) conditions and how to solve the problem.
Syllabus	1- Introduction: economics, econometric models and the fundamentals of Econometrics 2- Two Variable Linear Model. 3- General Linear Model. 4- Non Linear Model (linearizable or not). 5- Multicolinearity of the explicative variables. 6- Heterocedasticity among the Random Errors. 7- Autocorrelation among the Random Errors.
Main Bibliography	Asteriou, Dimitrios e Hall, Stephen G., Applied Econometrics, Palgrave Macmilan, 2nd Ed., 2011. Gujarati, Damodar N. e Porter, Dawn C., Basic Econometrics, 5th ed., McGraw-Hill/Irwin, 2009. Wooldridge, Jeffrey M., Introductory econometrics: a modern approach. 6th ed., South-Western/Cengage Learning, 2016.
Language	Portuguese. Tutorial support is available in English.