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Statistics Apllied to Economics

Code 16484
Year 2
Semester S2
ECTS Credits 6
Workload TP(60H)
Scientific area Mathematics
Entry requirements Basic concepts of Descriptive Statistics and Inferential Statistics. Basic concepts of Descriptive Statistics and Inferential Statistics.
Learning outcomes Students should be capable of using parametric and non parametric statistical analysis tools (including software packages) in solving economics related problems. They should be able to use índex numbers, goodness of fit tests, multiple linear regression, time series decomposition and analysis of variance models. > Students should be capable of using parametric and non parametric statistical analysis tools (including software packages) in solving economics related problems. They should be able to use índex numbers, goodness of fit tests, multiple linear regression, time series decomposition and analysis of variance models.
Syllabus 1. Index Numbers
1.1 Simple and global indices
1.2 Price and quantities indices
1.3 Living cost index
1.4 Moving basis indices
1.5 Basis change
1.6 Data deflation

2. Non-Parametric Tests
2.1. Goodness of fit tests
2.2. Independence and Homogeneity Tests

3. Multiple Regression

4. Analysis of Variance
4.1 Introduction
4.2 One-way ANOVA
4.3 Two-way ANOVA
4.4 Two-way ANOVA with interaction
4.5 Multiple comparisons

5. Time Series
5.1 General concept
5.2 Decomposition
5.3 Trend component
5.4 Seasonal component

Main Bibliography Pedrosa, A.C., Gama, S.M., Introdução Computacional à Probabilidade e Estatística, Porto Editora, 2018
Murteira, Bento J.F., Black, G., Estatística Descritiva, McGraw-Hill, 1983;
Jesus, F., Estatística Descritiva, Edição UBI, 1988;
Murteira, Bento J.F., Análise de Sucessões Cronológicas, McGraw-Hill, 1993;
Guimarães, R. C. e Sarsfield Cabral, J. A., Estatística, McGraw-Hill, 1997;
Manso, J.R.P., Estatística Descritiva e Previsão, Edição UBI, 1996.

Additional references
Manso, J.R.P., Curso de Econometria, Edição UBI, 1998;
McClave, J.T., Benson, P.G. and Sincich, T., Statistics for Business and Economics, Prentice Hall, 2005;
Berenson, M.L., Levine, D.M. and Krhbiel, T.C., Basic Business Statistics: Concepts and Applications, Prentice Hall, 2004;
Freund, J.E. and Simon, G.A., Estatística Aplicada à Economia, Administração e Contabilidade, Porto Alegre, 2000;
Kazmier, L.J., Estatística Aplicada à Economia e Administração, McGraw-Hill, 1982;
Spielgel, R.M., Estatística, McGraw-Hill, 199
Language Portuguese. Tutorial support is available in English.
Last updated on: 2024-06-12

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