Econometrics II

Code	13951
Year	3
Semester	S2
ECTS Credits	6
Workload	TP(60H)
Scientific area	Economics
Entry requirements	NA
Learning outcomes	To learn how to use models wiith qualitative variables (explicative or explained) To learn how to use simultaneous equation models To learn the definitions and meanings of stationary, integration, cointegration, VAR and VAR/ECM models To learn how to use panel data models
Syllabus	1- Models with limited dependent variable. 2- Simultaneous equation Models. 3- Stationary, Integration and Cointegration of variables. 4- VAR and VAR/ECM models. 5- Panel data models.
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.